**************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , BE0000320292 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6301509012 Written description of financial instrument , Instrument Classification , DTVNXR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0236733827 Written description of financial instrument , Instrument Classification , DBVQXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102440 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001141752 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 , 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 , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4L0C6HDHR8 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, , , 107.1400000000 , 14:30:00 , 500000.0000000000 , 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 , 1355 Median time elapsed (secs) between request and provision of any corresponding quotes , 1355 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ58SF4PF1M6 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 , 905 Median time elapsed (secs) between request and provision of any corresponding quotes , 905 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5H6S2WTSS8 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, , , 0.0000000000 , 13:21:20 , 5000000.0000000000 , 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 , 876 Median time elapsed (secs) between request and provision of any corresponding quotes , 876 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ6RNK2SQGC2 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, , , 0.0000000000 , 13:22:19 , 5000000.0000000000 , 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 , 935 Median time elapsed (secs) between request and provision of any corresponding quotes , 935 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7YWWNHXW19 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 , 883 Median time elapsed (secs) between request and provision of any corresponding quotes , 883 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ97CQZSPVH6 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, , , 149.0000000000 , 14:30:39 , 100000.0000000000 , 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 , 1323 Median time elapsed (secs) between request and provision of any corresponding quotes , 1323 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ9899G6SN95 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 , 948 Median time elapsed (secs) between request and provision of any corresponding quotes , 948 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZB1B8X8QTN7 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 , 870 Median time elapsed (secs) between request and provision of any corresponding quotes , 870 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZCBZFG2GVY6 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, , , 0.0000000000 , 12:03:58 , 1500000.0000000000 , 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 , 571 Median time elapsed (secs) between request and provision of any corresponding quotes , 571 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013219177 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013334695 Written description of financial instrument , Instrument Classification , DBFXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013369493 Written description of financial instrument , Instrument Classification , DBFXXX Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00B058DQ55 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00B128DP45 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00B3KJDS62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00B6460505 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00BFX0ZL78 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , IT0005107708 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023691GA2 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023861J39 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023871J45 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 , 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 , 46400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023921J94 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051361J76 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, , , -0.0720000000 , 09:59:03 , 240000000.0000000000 , RFQ , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , -0.0697500000 Volume weighted transaction price , -0.0680869565 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 , 1840000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 920000000.000000 Median size of all orders or requests for quote , 920000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103031991 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103171B99 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103461H35 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , , Electronic , 11:30, , , 99.8450000000 , 13:01:08 , 1700000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103511J74 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, , , 0.1226000000 , 09:56:52 , 175000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 , 736500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP12009216C0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201041884 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201641J38 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201651J76 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300171525 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747861JA0 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 , 59.9347600000 Volume weighted transaction price , 61.9107829978 Highest executed price , 100.0738000000 Lowest executed price , -0.2750000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 5 Total value of transactions executed , 89400000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 20300000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 284 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , NL0012171458 Written description of financial instrument , Instrument Classification , DBFTFN Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-01 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, , , 100.0850000000 , 11:23:26 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.6820000000 , 14:07:09 , 2000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000.000000 Median size of all orders or requests for quote , 76000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.9900000000 , 14:01:59 , 45000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 45000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 45000.000000 Median size of all orders or requests for quote , 97500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578DAW20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05581KAA97 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 96.2400000000 , 09:54:32 , 166000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 166000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 166000.000000 Median size of all orders or requests for quote , 413000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US134429AY59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.9360000000 , 15:08:52 , 2400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US151020AP99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.4580000000 , 12:22:11 , 36000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225313AF24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XAL01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US375558BC64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 358 Median time elapsed (secs) between request and provision of any corresponding quotes , 358 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 100.1400000000 , 09:40:41 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1400000000 Volume weighted transaction price , 100.1400000000 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 49 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAD98 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US47109LAA26 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50076QAZ90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608RAQ39 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AN51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.8550000000 , 11:53:37 , 80000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US65535HAG48 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 , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAE80 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, , , 96.6490000000 , 11:08:50 , 50000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 97.2610000000 , 18:40:51 , 2405000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 104.2980000000 , 15:10:24 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 486 Median time elapsed (secs) between request and provision of any corresponding quotes , 486 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1049000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 100.7650000000 Volume weighted transaction price , 100.7650000000 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 353 Median time elapsed (secs) between request and provision of any corresponding quotes , 353 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAU61 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 , 92 Median time elapsed (secs) between request and provision of any corresponding quotes , 92 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TDP75 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128283F58 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128283Y48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFOFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 261 Median time elapsed (secs) between request and provision of any corresponding quotes , 261 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828X885 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VDW19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214DT74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 98.2890000000 , 12:51:44 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TN02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 95.9060000000 , 12:02:41 , 600000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ46196BB66 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ54675AB95 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ7620TAB73 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 97.2570000000 , 13:39:46 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 100.1320000000 , 13:17:32 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 175000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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, , , 105.6170000000 , 09:55:37 , 1200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AD03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.2400000000 , 12:17:23 , 1500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBK37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5860000000 , 15:08:39 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBQ07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBT46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 575000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2912LAC73 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, , , 98.7750000000 , 12:43:34 , 70000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BP09 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 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 , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1412 Median time elapsed (secs) between request and provision of any corresponding quotes , 1412 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0611398008 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0911024635 Written description of financial instrument , Instrument Classification , DBFXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0957135212 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 92 Median time elapsed (secs) between request and provision of any corresponding quotes , 92 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1086900898 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1136227094 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 , 150000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1139316555 Written description of financial instrument , Instrument Classification , DTVGFN Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660635 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1409362784 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1508675417 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520907814 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555315768 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, 97.2500000000 , 1600000.0000000000 , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1586555515 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1651444140 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, , , 100.7670000000 , 11:58:16 , 182000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1675862012 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1789474274 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1882544627 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1887493309 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1887493481 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, , , 100.3150000000 , 10:18:36 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1890709774 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, , , 100.1510000000 , 15:05:23 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ17KB2WW8T0 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 , 2607 Median time elapsed (secs) between request and provision of any corresponding quotes , 2607 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ23PHYG86Q9 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, , , 0.0000000000 , 15:58:18 , 4300000.0000000000 , 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 , 394 Median time elapsed (secs) between request and provision of any corresponding quotes , 394 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2MRD02J3V9 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 , 1742 Median time elapsed (secs) between request and provision of any corresponding quotes , 1742 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4B264HXJH1 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, , , 0.0000000000 , 10:15:18 , 5000000.0000000000 , RFQ , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 0.0000000000 Volume weighted transaction price , 0.0000000000 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 , 7200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 3600000.000000 Median size of all orders or requests for quote , 3600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 415 Median time elapsed (secs) between request and provision of any corresponding quotes , 415 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7CSTBP2NB4 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 , 1693 Median time elapsed (secs) between request and provision of any corresponding quotes , 1693 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7N7BYBQTS6 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, , , 0.0000000000 , 15:57:25 , 2100000.0000000000 , 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 , 340 Median time elapsed (secs) between request and provision of any corresponding quotes , 340 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8SC09WZJ87 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 , 2576 Median time elapsed (secs) between request and provision of any corresponding quotes , 2576 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ9DH134XY92 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 , 219 Median time elapsed (secs) between request and provision of any corresponding quotes , 219 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZB3M16M40P1 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, , , 0.0000000000 , 10:57:04 , 3000000.0000000000 , 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 , 516 Median time elapsed (secs) between request and provision of any corresponding quotes , 516 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZS56X1GHWN8 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 , 15000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 15000000.000000 Median size of all orders or requests for quote , 15000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1924 Median time elapsed (secs) between request and provision of any corresponding quotes , 1924 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZW7RS011V87 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 , 1797 Median time elapsed (secs) between request and provision of any corresponding quotes , 1797 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZZ4D2Z8L037 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 , 0.0000000000 Volume weighted transaction price , 0.0000000000 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 , 50000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000.000000 Median size of all orders or requests for quote , 25000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 3480 Median time elapsed (secs) between request and provision of any corresponding quotes , 3480 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023701GB7 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 207 Median time elapsed (secs) between request and provision of any corresponding quotes , 207 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103511J74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , JP1103521JA8 Written description of financial instrument , Instrument Classification , DBXXXX 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1120201F51 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747151HA0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747501J47 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747721J74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747731J72 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 , -0.1133333333 Volume weighted transaction price , -0.1099538352 Highest executed price , -0.1050000000 Lowest executed price , -0.1300000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 56320000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 20160000000.000000 Median size of all orders or requests for quote , 20160000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 182 Median time elapsed (secs) between request and provision of any corresponding quotes , 207 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747761J83 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 207 Median time elapsed (secs) between request and provision of any corresponding quotes , 207 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747861JA0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284Z04 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 , 59 Median time elapsed (secs) between request and provision of any corresponding quotes , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH7220NAC41 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 999 Median time elapsed (secs) between request and provision of any corresponding quotes , 999 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660635 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 159 Median time elapsed (secs) between request and provision of any corresponding quotes , 159 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1649885974 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1706605281 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 544 Median time elapsed (secs) between request and provision of any corresponding quotes , 544 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6301509012 Written description of financial instrument , Instrument Classification , DTVNXR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7NJLHF8QG5 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 , 1139 Median time elapsed (secs) between request and provision of any corresponding quotes , 1139 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7XQHYM3P41 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 , 1100 Median time elapsed (secs) between request and provision of any corresponding quotes , 1100 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013368602 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013369493 Written description of financial instrument , Instrument Classification , DBFXXX Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023841J18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023871J45 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , 99.9183000000 , 09:45:52 , 4000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , , Electronic , 11:30, , , 100.4700000000 , 13:28:30 , 500000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051361J76 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103321DC2 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 5000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 5000000000.000000 Median size of all orders or requests for quote , 5000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 163 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103341E67 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201581G90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300101357 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300581J30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747821J99 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 , 183 Median time elapsed (secs) between request and provision of any corresponding quotes , 183 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 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 , 45000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , 99.4110000000 , 12:56:34 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BW91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CG33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.4210000000 , 14:41:03 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.5440000000 , 15:06:20 , 75000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , 96.6980000000 , 14:20:56 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833BF64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.8460000000 , 16:41:07 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.8315000000 Volume weighted transaction price , 95.8454313725 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 , 510000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 255000.000000 Median size of all orders or requests for quote , 255000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAB95 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , , US064058AD28 Written description of financial instrument , Instrument Classification , EPNXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023BG91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023BW42 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 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 , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US17275RBJ05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.4640000000 , 12:33:24 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 28500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.8760000000 , 12:53:59 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.0410000000 , 16:09:51 , 750000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9585000000 Volume weighted transaction price , 100.0062631579 Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 2 Total value of transactions executed , 950000.000000 Number of orders or request for quotes received cancelled or withdrawn , 4 Number of orders or request for quotes received modified , Median transaction size , 475000.000000 Median size of all orders or requests for quote , 345000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29250NAQ88 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, , , 96.8950000000 , 17:17:29 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 758 Median time elapsed (secs) between request and provision of any corresponding quotes , 758 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29336UAD90 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 82.2670000000 , 14:29:13 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29736RAL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAS97 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBD75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.5390000000 , 11:51:05 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCL82 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, , , 99.7480000000 , 13:48:13 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US38141GWQ36 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, , , 95.7370000000 , 13:12:34 , 150000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.5180000000 , 11:59:34 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 99.0790000000 , 12:36:07 , 80000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.9110000000 , 14:35:40 , 158000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608RAQ39 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, , , 98.9380000000 , 15:24:35 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AN51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.8090000000 , 11:34:58 , 25000.0000000000 , RFQ , , Electronic , 13:30, , , 99.7840000000 , 14:50:41 , 35000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7965000000 Volume weighted transaction price , 99.7944166667 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 , 60000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.5730000000 , 12:56:05 , 50000.0000000000 , RFQ , , Electronic , 13:30, 99.5730000000 , 40000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.5730000000 Volume weighted transaction price , 99.5730000000 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 , 90000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 45000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US61761JQK87 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US67778NAA63 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US747525AE30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.3810000000 , 14:43:09 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US855244AK58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 90.1390000000 , 12:13:45 , 11000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAP59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1040000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US87165BAD55 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89233P4C77 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TDP75 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, , , 97.6990000000 , 14:35:47 , 161000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFOFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 95.8828000000 Volume weighted transaction price , 95.9218666667 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 , 15000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 7500000.000000 Median size of all orders or requests for quote , 7500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFOFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284X55 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 , 200 Median time elapsed (secs) between request and provision of any corresponding quotes , 200 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285C00 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 , 99.8334000000 Volume weighted transaction price , 99.8334000000 Highest executed price , 99.8334000000 Lowest executed price , 99.8334000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 200000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 200 Median time elapsed (secs) between request and provision of any corresponding quotes , 200 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PDH29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 106.8370000000 , 13:55:36 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US942683AF00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.2130000000 , 11:49:19 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFN55 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, , , 101.2200000000 , 12:32:08 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG06905AD83 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, , , 99.9240000000 , 14:52:55 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , 96.9250000000 , 13:45:40 , 12000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , 99.8310000000 , 14:59:09 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AD03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , 101.2780000000 , 13:13:50 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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, , , 99.1500000000 , 13:14:17 , 150000.0000000000 , RFQ , , Electronic , 13:30, , , 98.8100000000 , 14:11:53 , 160000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.9800000000 Volume weighted transaction price , 98.9745161290 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 , 310000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 155000.000000 Median size of all orders or requests for quote , 155000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU24652AD82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273AAM72 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, , , 98.5660000000 , 14:52:54 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBZ24 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 816 Median time elapsed (secs) between request and provision of any corresponding quotes , 816 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY49140AA76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0527239221 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0527351653 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0748939880 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0911024635 Written description of financial instrument , Instrument Classification , DBFXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 110 Median time elapsed (secs) between request and provision of any corresponding quotes , 110 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1165659514 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1394244252 Written description of financial instrument , Instrument Classification , DTFXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.5000000000 , 10:17:44 , 283000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.5000000000 , 15:39:52 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1505148350 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.2000000000 , 13:19:56 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1622634126 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-03,Date , 2018-10-03 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.3700000000 , 11:15:29 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 275000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1799061558 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, , , 98.1900000000 , 14:39:58 , 700000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1822346646 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 2252 Median time elapsed (secs) between request and provision of any corresponding quotes , 2252 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873219304 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1882544205 Written description of financial instrument , Instrument Classification , DBVNGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.2200000000 , 14:43:12 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1890684761 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 2248 Median time elapsed (secs) between request and provision of any corresponding quotes , 2248 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1890684761 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0227221 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 97 Median time elapsed (secs) between request and provision of any corresponding quotes , 97 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285457519 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , ES00000128Q6 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 , 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5RBN3QQQ01 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 , 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ62ZM31T8S5 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, , , 64.0000000000 , 15:25:16 , 3300000.0000000000 , 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 , 2015 Median time elapsed (secs) between request and provision of any corresponding quotes , 2015 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ9CRGR8XSG5 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, , , 46.2500000000 , 15:23:54 , 4000000.0000000000 , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 47.1250000000 Volume weighted transaction price , 47.1250000000 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 , 8000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4000000.000000 Median size of all orders or requests for quote , 4000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 2664 Median time elapsed (secs) between request and provision of any corresponding quotes , 2664 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.8057000000 Volume weighted transaction price , 100.3352463472 Highest executed price , 109.3437000000 Lowest executed price , 97.6300000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 55669000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2748500.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013334695 Written description of financial instrument , Instrument Classification , DBFXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013365855 Written description of financial instrument , Instrument Classification , DTFOFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367612 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023701GB7 Written description of financial instrument , Instrument Classification , DBFTFM 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, , , -0.1350000000 , 16:39:23 , 220400000.0000000000 , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 49.9440000000 Volume weighted transaction price , 90.9177272727 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 , 2424400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1212200000.000000 Median size of all orders or requests for quote , 1212200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023791H85 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023811HA4 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051181E61 Written description of financial instrument , Instrument Classification , DBFTFM 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051361J76 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103031991 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103231C62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200711487 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201331C14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201481E36 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201491E67 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201651J76 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 , 52.4437500000 Volume weighted transaction price , 0.6926753662 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 , 4000200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000100000.000000 Median size of all orders or requests for quote , 3400000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 127 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300591J79 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747761J83 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP363340B963 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, , , 101.2260000000 , 12:52:54 , 200000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , JP395400AJA0 Written description of financial instrument , Instrument Classification , DBXXXX 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.6060000000 , 14:31:30 , 350000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 350000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 350000.000000 Median size of all orders or requests for quote , 176500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WBM29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US02665WCP41 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, , , 99.9660000000 , 14:09:39 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 30000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US02665WCQ24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CG33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.9310000000 , 11:51:44 , 85000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 , 380000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US032511BJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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, , , 96.4150000000 , 11:46:39 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAF93 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 , 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 , 450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.1340000000 , 13:41:29 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 3750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.3460000000 , 14:33:31 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05946KAD37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06120TAA60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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, , , 101.7860000000 , 11:09:10 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US07274NAW39 Written description of financial instrument , Instrument Classification , DBFNGX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.3480000000 , 14:39:27 , 127000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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, , , 96.6080000000 , 13:42:14 , 23000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US126117AR10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US171798AC50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US171798AD34 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HZ75 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JZ57 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, , , 103.2500000000 , 13:58:07 , 22000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QDR83 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, , , 99.9940000000 , 09:37:45 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEL05 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, , , 96.3380000000 , 13:03:15 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 175000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCR08 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 , , Electronic , 11:30, , , 99.4290000000 , 11:57:11 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.4745000000 Volume weighted transaction price , 99.5186551724 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 , 2030000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1015000.000000 Median size of all orders or requests for quote , 285000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US26885BAD29 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US285512AC38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US29379VBU61 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154CK32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 93.4750000000 , 15:58:17 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US36158FAA84 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAS97 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, , , 97.7030000000 , 13:03:25 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.5730000000 , 15:49:32 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 97.6380000000 Volume weighted transaction price , 97.6813333333 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBK19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 64500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCF15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCL82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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, , , 103.4710000000 , 16:41:52 , 60000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 203 Median time elapsed (secs) between request and provision of any corresponding quotes , 203 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BX62 Written description of financial instrument , Instrument Classification , DBVNGM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.4540000000 , 12:24:43 , 6000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CBC29 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 , , Electronic , 11:30, , , 99.7720000000 , 12:57:06 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , 99.8240000000 , 14:34:45 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7980000000 Volume weighted transaction price , 99.7980000000 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAN39 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 , 2 Median time elapsed (secs) between acceptance and execution , 2 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US455780CF11 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 , 122 Median time elapsed (secs) between request and provision of any corresponding quotes , 122 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAP29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.7470000000 , 12:01:25 , 35000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAP18 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 , 20000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BN30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.1380000000 , 11:40:20 , 150000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.3685000000 Volume weighted transaction price , 98.1668125000 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 , 160000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 80000.000000 Median size of all orders or requests for quote , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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, , , 100.5000000000 , 12:30:18 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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, , , 100.2140000000 , 14:28:51 , 36000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AR07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAL98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608YAC93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 99.2480000000 , 13:34:59 , 24000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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, , , 98.7420000000 , 15:54:53 , 170000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US585055BR69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.0600000000 , 12:09:46 , 35000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAQ89 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 96.9360000000 , 10:16:14 , 25000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAQ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AN51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7110000000 , 12:01:16 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557DAY76 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, , , 98.5500000000 , 13:37:21 , 1075000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1075000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1075000.000000 Median size of all orders or requests for quote , 1075000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAE80 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, , , 96.2580000000 , 10:02:16 , 50000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.2820000000 Volume weighted transaction price , 96.2777647059 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 , 85000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 42500.000000 Median size of all orders or requests for quote , 42500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718286CC97 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 , 500002000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US78410GAB05 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, , , 97.8750000000 , 11:59:31 , 1100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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, , , 95.9850000000 , 12:06:23 , 75000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 75000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 75000.000000 Median size of all orders or requests for quote , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US852061AK63 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, , , 100.5500000000 , 12:34:18 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAP59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAE20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAU61 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAB53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.2090000000 , 10:37:14 , 26000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFOFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128283F58 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 20263000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFOFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 98.0217000000 Volume weighted transaction price , 98.2294666667 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 , 75000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 37500000.000000 Median size of all orders or requests for quote , 15000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284X55 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 , 98.6815000000 Volume weighted transaction price , 98.6815000000 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 , 100000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828WE61 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 , 98.5781000000 Volume weighted transaction price , 98.5781000000 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 , 50000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000.000000 Median size of all orders or requests for quote , 25000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 476 Median time elapsed (secs) between request and provision of any corresponding quotes , 476 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828Y610 Written description of financial instrument , Instrument Classification , DBFOFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US913017DD80 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.7510000000 , 10:01:41 , 84000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EE96 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 690 Median time elapsed (secs) between request and provision of any corresponding quotes , 690 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGP94 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, , , 96.7510000000 , 14:58:13 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TN02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.4680000000 , 13:53:03 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 , 925000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG2444PAA50 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 , 400000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-04,Date , 2018-10-04 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 93.8125000000 Volume weighted transaction price , 93.8125000000 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 , 4000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ45992PU24 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 143 Median time elapsed (secs) between request and provision of any corresponding quotes , 143 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4599LAJ10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 275000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 275000.000000 Median size of all orders or requests for quote , 357500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-04,Date , 2018-10-04 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4706DJP62 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 , 7900000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 7900000.000000 Median size of all orders or requests for quote , 4050000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ77549AC73 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-04,Date , 2018-10-04 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ7771YAB32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.6745000000 Volume weighted transaction price , 99.6570000000 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 , 15000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 7500000.000000 Median size of all orders or requests for quote , 7500000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 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 , 1850000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 220000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AJ72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.7150000000 , 12:13:37 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ0426RND62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Convertible , USQ08328AA64 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBT46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCU00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 230000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCX49 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 , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478AT30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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, , , 99.1400000000 , 14:27:26 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BP05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.5960000000 , 09:40:38 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBY58 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBZ24 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 177 Median time elapsed (secs) between request and provision of any corresponding quotes , 177 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY306AXAB69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4836TBK61 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, , , 99.5410000000 , 15:36:06 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 17 Median time elapsed (secs) between acceptance and execution , 17 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4841LGS44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4899GCJ05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY81647AB84 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0487711573 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, , , 112.8770000000 , 14:06:41 , 626000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 626000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 626000.000000 Median size of all orders or requests for quote , 626000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0748939880 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 230 Median time elapsed (secs) between request and provision of any corresponding quotes , 230 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0803109270 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0957135212 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1202664386 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1243153019 Written description of financial instrument , Instrument Classification , DYFXXR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1317967492 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1329671132 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, , , 104.5600000000 , 10:12:01 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1362349943 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1389943686 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1422790615 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1432493879 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1452410571 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1503116599 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1538867760 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 95.8500000000 , 09:41:50 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555809927 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1566970874 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1572895198 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589748356 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 , 395000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 395000.000000 Median size of all orders or requests for quote , 327500.000000 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642686676 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 , 430000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1644429935 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1675764945 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 1 Total value of transactions executed , 1530000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1530000.000000 Median size of all orders or requests for quote , 865000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1699845068 Written description of financial instrument , Instrument Classification , DTFXQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1703056801 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1733878810 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1748890230 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 , 301000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1757392540 Written description of financial instrument , Instrument Classification , DTFXBR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1781818668 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1788513734 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 317 Median time elapsed (secs) between request and provision of any corresponding quotes , 317 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1799061558 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1810775145 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823166100 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1839375539 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1841618421 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1852235586 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856795510 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, 99.5700000000 , 2000000.0000000000 , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856798027 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, , , 100.0750000000 , 09:40:34 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873964842 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1876097129 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1882544205 Written description of financial instrument , Instrument Classification , DBVNGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1883263151 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1883352681 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887479902 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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, , , 100.2720000000 , 12:41:19 , 3000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3000000.000000 Median size of all orders or requests for quote , 1650000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1890684688 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 , 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 , 2018-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1890709774 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256113 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , ES00000127H7 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013284270 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367638 Written description of financial instrument , Instrument Classification , DBFXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.7150000000 , 10:41:51 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , IT0003644769 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 , 122 Median time elapsed (secs) between request and provision of any corresponding quotes , 122 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 113 Median time elapsed (secs) between request and provision of any corresponding quotes , 113 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023861J39 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 , 113 Median time elapsed (secs) between request and provision of any corresponding quotes , 113 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051231F37 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051361J76 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103001952 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103021976 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, , , 101.0620000000 , 10:01:19 , 180000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103031991 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103231C62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103301D90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103371F10 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103401F97 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, , , 102.6980000000 , 10:01:19 , 130000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103521JA8 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 , 100 Median time elapsed (secs) between request and provision of any corresponding quotes , 100 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP12009216C0 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, , , 116.5150000000 , 13:53:07 , 26000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP12009917C3 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201201A88 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, , , 115.5700000000 , 10:01:19 , 50000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201451D66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201651J76 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300261748 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, , , 131.0840000000 , 15:49:29 , 78100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300371C98 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300381D38 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300581J30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300591J79 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 2000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000000.000000 Median size of all orders or requests for quote , 2000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1400081F45 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1400091G59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747871JA9 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 , 66.6123333333 Volume weighted transaction price , 83.6189150840 Highest executed price , 100.0760000000 Lowest executed price , -0.3300000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 13 Number of transactions executed , 12 Total value of transactions executed , 458100000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 95 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAC64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAT99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US02665WCP41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BY57 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.2480000000 , 12:19:14 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.2580000000 , 14:52:47 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 562500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.7540000000 , 13:01:11 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.7540000000 Volume weighted transaction price , 95.7540000000 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 , 215000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 107500.000000 Median size of all orders or requests for quote , 107500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAB95 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , , 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 , 369 Median time elapsed (secs) between request and provision of any corresponding quotes , 369 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.7500000000 , 14:23:22 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.7500000000 Volume weighted transaction price , 98.7500000000 Highest executed price , 98.7500000000 Lowest executed price , 98.7500000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 3 Total value of transactions executed , 188000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 69000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 955000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US075887BA64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.3100000000 , 15:25:32 , 40000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 31000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.3100000000 , 12:01:54 , 20000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US15189TAV98 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 , , Electronic , 11:30, , , 99.2440000000 , 12:57:28 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 517 Median time elapsed (secs) between request and provision of any corresponding quotes , 517 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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, , , 97.5540000000 , 10:49:26 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US36158FAA84 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 , 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 , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBJ46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.7170000000 , 18:10:33 , 55000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBK19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BB43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.0340000000 , 15:48:38 , 90000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 240 Median time elapsed (secs) between request and provision of any corresponding quotes , 240 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US455780CF11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539830BG38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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, , , 95.5190000000 , 16:15:19 , 40000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-05,Date , 2018-10-05 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AL88 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 , 120000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 120000.000000 Median size of all orders or requests for quote , 70000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-05,Date , 2018-10-05 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,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 , 96.2075000000 Volume weighted transaction price , 96.2093000000 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AR58 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAJ82 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557DAK72 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 , 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 , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US747525AE30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.0850000000 , 14:37:12 , 22000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAK62 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAE20 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 , 153 Median time elapsed (secs) between request and provision of any corresponding quotes , 153 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285C00 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828K742 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 , 97.3358000000 Volume weighted transaction price , 93.7755636364 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 , 55000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 27500000.000000 Median size of all orders or requests for quote , 30000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828M565 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 , 94.3125000000 Volume weighted transaction price , 94.3125000000 Highest executed price , 94.3125000000 Lowest executed price , 94.3125000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 199000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828WS57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCV22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USG0R4HJAA41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG253HFAP19 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, , , 100.8150000000 , 14:25:46 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 , 925000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4509LBN04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ77549AC73 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AD03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.7940000000 , 14:21:34 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCU00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU24652AD82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7830000000 , 13:09:45 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8000000000 Volume weighted transaction price , 99.7832027833 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 , 2012000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1006000.000000 Median size of all orders or requests for quote , 1006000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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, , , 98.7250000000 , 11:15:04 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBY58 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1017786143 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1136227094 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, , , 101.5560000000 , 10:07:14 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1204154410 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 , 102.6400000000 Volume weighted transaction price , 102.6433333333 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 , 9000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4500000.000000 Median size of all orders or requests for quote , 4500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1241945473 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 223 Median time elapsed (secs) between request and provision of any corresponding quotes , 223 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660122 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1394989922 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 1500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1422785375 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1532779748 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1555404786 Written description of financial instrument , Instrument Classification , DBCNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1566970874 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1575444622 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589358644 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 , 100.3445000000 Volume weighted transaction price , 100.3426666667 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 200000.000000 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 , 8 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1616339336 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642686676 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 , 1 Total value of transactions executed , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1673684509 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1691909177 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1699845068 Written description of financial instrument , Instrument Classification , DTFXQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785829927 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 666 Median time elapsed (secs) between request and provision of any corresponding quotes , 666 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-05,Date , 2018-10-05 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1807421315 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.7955000000 Volume weighted transaction price , 98.8032500000 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 , 4000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1830915572 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1839375539 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 , 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 , 280000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1840618059 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1852235586 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856795510 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1890684688 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1890709774 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 , 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 , 1325000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-05,Date , 2018-10-05 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1892247963,Financial Instrument , Bonds Other , XS1892247963 Written description of financial instrument , ,Written description of financial instrument , Instrument Classification , DBFCFR,Instrument Classification , DTZCFR 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 460000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0246924 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0248151 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 , 101 Median time elapsed (secs) between request and provision of any corresponding quotes , 101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0248862 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 98.6835000000 Volume weighted transaction price , 98.6705000000 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0012602753 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , IT0005087116 Written description of financial instrument , Instrument Classification , DTVOGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023701GB7 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCP41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US053807AR45 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, , , 102.6860000000 , 11:59:55 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 119 Median time elapsed (secs) between request and provision of any corresponding quotes , 119 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05584KAB44 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 , 550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAL92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAH16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20271RAM25 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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, , , 99.0650000000 , 13:11:56 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAL36 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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, , , 98.5000000000 , 09:36:41 , 500000.0000000000 , 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 , 653 Median time elapsed (secs) between request and provision of any corresponding quotes , 653 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5F60 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 , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154CF47 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 164 Median time elapsed (secs) between request and provision of any corresponding quotes , 164 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAL98 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAQ89 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.9880000000 , 11:57:48 , 20000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.9880000000 Volume weighted transaction price , 96.9880000000 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 , 30000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 15000.000000 Median size of all orders or requests for quote , 15000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAE80 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74977SDE90 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 , 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 , 2018-10-08 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, , , 103.4160000000 , 14:14:51 , 16000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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, , , 103.4940000000 , 13:02:26 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US82481LAB53 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, , , 96.4900000000 , 14:08:16 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US98105HAG56 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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, , , 94.3000000000 , 11:04:20 , 600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG7801RAA70 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8450LAJ38 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ54675AB95 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ92628BL90 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, , , 98.2700000000 , 09:32:58 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCX49 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBU37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBZ24 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4899GDC43 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0748939880 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0858461758 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0984184316 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1075963485 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1140857316 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1165130219 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1233275194 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660635 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 126 Median time elapsed (secs) between request and provision of any corresponding quotes , 126 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1288852939 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1321921899 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1402194952 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1443997223 Written description of financial instrument , Instrument Classification , DTFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.4670000000 , 10:31:40 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1492825051 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551709568 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551761999 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1574667124 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1615104244 Written description of financial instrument , Instrument Classification , DTFNFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1631415582 Written description of financial instrument , Instrument Classification , DAFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1641479750 Written description of financial instrument , Instrument Classification , DTFXFB 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 101 Median time elapsed (secs) between request and provision of any corresponding quotes , 101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1692177857 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1756434194 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1841618421 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1852560819 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 , 450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 4 Number of transactions executed , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 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 , 12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1870373443 Written description of financial instrument , Instrument Classification , DAFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3FN0044970 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285451454 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, , , 101.0100000000 , 12:27:52 , 4000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ48NCFC4TK4 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, , , 50.0000000000 , 13:25:35 , 5000000.0000000000 , 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 , 1046 Median time elapsed (secs) between request and provision of any corresponding quotes , 1046 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ6N8PMLCY91 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 , 1756 Median time elapsed (secs) between request and provision of any corresponding quotes , 1756 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8V2PDYGDC1 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 , 724 Median time elapsed (secs) between request and provision of any corresponding quotes , 724 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZB20GFSVRN7 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 , 1708 Median time elapsed (secs) between request and provision of any corresponding quotes , 1708 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0010474239 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013281888 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, , , 99.1500000000 , 10:07:31 , 1900000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367612 Written description of financial instrument , Instrument Classification , DBVXPB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051171E30 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051181E61 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103321DC2 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 275 Median time elapsed (secs) between request and provision of any corresponding quotes , 275 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103471H66 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300191572 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747401J22 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, , , -0.2000000000 , 13:28:35 , 1100000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747701J78 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 , 211 Median time elapsed (secs) between request and provision of any corresponding quotes , 211 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747781J89 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, , , -0.1400000000 , 11:14:52 , 1100000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747801J93 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 228 Median time elapsed (secs) between request and provision of any corresponding quotes , 228 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747831J97 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 , -0.1400000000 Volume weighted transaction price , -0.1400000000 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 , 1700000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 850000000.000000 Median size of all orders or requests for quote , 850000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747861JA0 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 440 Median time elapsed (secs) between request and provision of any corresponding quotes , 440 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747871JA9 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 , 24.7869000000 Volume weighted transaction price , 0.1213618123 Highest executed price , 100.0816000000 Lowest executed price , -0.3120000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 4 Total value of transactions executed , 23175000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1900000000.000000 Median size of all orders or requests for quote , 1900000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 16.5292166667 Volume weighted transaction price , 0.3292186366 Highest executed price , 100.0903000000 Lowest executed price , -0.1830000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 8 Number of transactions executed , 6 Total value of transactions executed , 127040200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 13250000000.000000 Median size of all orders or requests for quote , 10750000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 129 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , PTBCPWOM0034 Written description of financial instrument , Instrument Classification , DTVUGR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00037BAE20 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.6030000000 , 12:37:03 , 20000.0000000000 , RFQ , , Electronic , 13:30, , , 98.5960000000 , 14:40:44 , 12000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.5995000000 Volume weighted transaction price , 98.6003750000 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 , 32000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 16000.000000 Median size of all orders or requests for quote , 16000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAP77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAU62 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WBM29 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, , , 98.5960000000 , 12:22:08 , 6070000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCQ24 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.5930000000 , 15:04:24 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 2523000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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, , , 96.4240000000 , 15:42:39 , 650000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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, , , 98.0360000000 , 14:00:23 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.0360000000 Volume weighted transaction price , 98.0360000000 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QDB14 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, , , 94.2100000000 , 12:50:33 , 73000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.3980000000 , 14:16:04 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAF93 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, , , 97.9380000000 , 11:25:51 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05584KAA60 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 , 7 Median time elapsed (secs) between acceptance and execution , 7 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05584KAB44 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-09,Date , 2018-10-09 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , 98.2500000000 , 12:48:13 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.2500000000 Volume weighted transaction price , 98.2500000000 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GGE35 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06120TAA60 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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, , , 102.4700000000 , 09:33:56 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.4700000000 Volume weighted transaction price , 102.4700000000 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 , 265000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 132500.000000 Median size of all orders or requests for quote , 132500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2C50 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 96.3900000000 , 13:37:28 , 230000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 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 , , Electronic , 11:30, , , 99.9980000000 , 12:19:27 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 8 Number of transactions executed , 1 Total value of transactions executed , 30000.000000 Number of orders or request for quotes received cancelled or withdrawn , 7 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 27500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JN82 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JT52 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, , , 91.9340000000 , 10:06:10 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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, , , 99.0530000000 , 11:43:56 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAP40 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29250NAR61 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VBT98 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 , 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 , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CA64 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, , , 109.5740000000 , 11:52:02 , 21000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 45000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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, , , 99.2130000000 , 13:50:27 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US38148PP843 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, , , 100.1060000000 , 14:19:44 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , , Electronic , 11:30, , , 100.2000000000 , 12:10:44 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42809HAG20 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CBC29 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 , , Electronic , 11:30, , , 99.7820000000 , 12:08:27 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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, , , 99.9350000000 , 12:01:05 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAD98 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US472319AF91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 102.2940000000 , 12:40:21 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , 102.3380000000 , 13:33:31 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.3160000000 Volume weighted transaction price , 102.3065714286 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 , 70000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 35000.000000 Median size of all orders or requests for quote , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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 , 230000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-09,Date , 2018-10-09 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAP03 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 , 99.7290000000 Volume weighted transaction price , 99.7267710843 Highest executed price , 99.7340000000 Lowest executed price , 99.7190000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 83000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608RAQ39 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 99.1780000000 , 12:19:02 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US585055BR69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.0700000000 , 12:56:32 , 44000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8735000000 Volume weighted transaction price , 99.7715348837 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 , 215000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 107500.000000 Median size of all orders or requests for quote , 20000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAJ82 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, , , 101.0030000000 , 14:18:08 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US654106AC78 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US747525AE30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.0590000000 , 13:04:53 , 44000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74977SDE90 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, , , 99.1320000000 , 09:50:38 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US771196BM37 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, , , 95.0100000000 , 14:55:33 , 240000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.0000000000 Volume weighted transaction price , 95.0009090909 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 , 440000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 220000.000000 Median size of all orders or requests for quote , 220000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAP59 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, , , 100.4300000000 , 13:27:00 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAU61 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAP40 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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, , , 99.3070000000 , 15:10:38 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US90352JAD54 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, , , 100.4021000000 , 12:18:31 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFOFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 8000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 8000000.000000 Median size of all orders or requests for quote , 4250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , , 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 , 172 Median time elapsed (secs) between request and provision of any corresponding quotes , 172 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284Z04 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 , 98.7602500000 Volume weighted transaction price , 98.1151637700 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 , 69390000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 34695000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285C00 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 , 98.8459000000 Volume weighted transaction price , 98.8459000000 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 , 100000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828D564 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828KD17 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828U576 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828VV95 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 , 23850000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828XX34 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PDE97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VDW19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US929160AS87 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-09,Date , 2018-10-09 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EJ83 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.9420000000 , 14:46:02 , 3000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3000.000000 Median size of all orders or requests for quote , 6500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EK56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US94106LBD01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFC90 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, , , 99.4810000000 , 14:43:12 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US96950FAF18 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG0R4HJAA41 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.7340000000 , 15:17:40 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG2117CAB84 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 158 Median time elapsed (secs) between request and provision of any corresponding quotes , 158 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG4690AAB38 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG76237AA70 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, , , 98.0240000000 , 12:07:09 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8200QAA43 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8201NAC68 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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 , 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 , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ46186AU66 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 150 Median time elapsed (secs) between request and provision of any corresponding quotes , 150 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ25738AA54 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 244 Median time elapsed (secs) between request and provision of any corresponding quotes , 244 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-09,Date , 2018-10-09 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU07264AF85 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, , , 98.0840000000 , 12:41:17 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU24652AD82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.4850000000 , 12:19:40 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31436AH86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.8070000000 , 09:32:56 , 50000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 6 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273AAM72 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY3815NAZ43 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0805500062 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0866438475 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0995380580 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1040104231 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1069870415 Written description of financial instrument , Instrument Classification , DTFXCR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1072402925 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1233275194 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1253849357 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660635 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1291169867 Written description of financial instrument , Instrument Classification , DAFXFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1372838083 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1395010397 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1431350120 Written description of financial instrument , Instrument Classification , DTVXGB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1443997223 Written description of financial instrument , Instrument Classification , DTFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1503159219 Written description of financial instrument , Instrument Classification , DTFJFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1508842256 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1572895198 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 , 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 , 1700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1574820921 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 3133 Median time elapsed (secs) between request and provision of any corresponding quotes , 3133 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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, , , 95.3730000000 , 14:35:33 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1586555945 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589748356 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1602317189 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 1850000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1656195796 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1678456226 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684385591 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1685476092 Written description of financial instrument , Instrument Classification , DTFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1532500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1757821761 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785829927 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1805377246 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 158 Median time elapsed (secs) between request and provision of any corresponding quotes , 158 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1839375539 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1846632104 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1852560819 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856031213 Written description of financial instrument , Instrument Classification , DTVUFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856800450 Written description of financial instrument , Instrument Classification , DYFXXB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1870373443 Written description of financial instrument , Instrument Classification , DAFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 365000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1871094428 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1873220658 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1600000.000000 Median size of all orders or requests for quote , 900000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874122770 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1875331636 Written description of financial instrument , Instrument Classification , DMXXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1876097129 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1892117919 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1892247963 Written description of financial instrument , Instrument Classification , DTZCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102424 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2MLT6BRX33 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, , , 105.2500000000 , 09:41:12 , 1000000.0000000000 , RFQ , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 58.1250000000 Volume weighted transaction price , 12.8480392157 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 , 51000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25500000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1709 Median time elapsed (secs) between request and provision of any corresponding quotes , 1709 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ44KR15JJ98 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 , 5196 Median time elapsed (secs) between request and provision of any corresponding quotes , 5196 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZB0KJ43MRK3 Written description of financial instrument , Instrument Classification , SCUCCA Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 134.2300000000 , 09:42:56 , 2000000.0000000000 , 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 , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZZ2TD5D4M21 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 , 5112 Median time elapsed (secs) between request and provision of any corresponding quotes , 5112 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013284247 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 163 Median time elapsed (secs) between request and provision of any corresponding quotes , 163 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013365855 Written description of financial instrument , Instrument Classification , DTFOFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023791H85 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051171E30 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051361J76 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103101A95 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103121AC2 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747821J99 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , Written description of financial instrument , Term = , Currency = EUR, Price Multiplier = 1.0000000000, Price Notation = PER_UNIT_PRICE, Quantity Notation = NOMINAL, Delivery Type = CASH Instrument Classification , Currency , **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1.6060000000 Volume weighted transaction price , 1.5344446367 Highest executed price , 1.8130000000 Lowest executed price , 1.3200000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 115600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 51400000.000000 Median size of all orders or requests for quote , 53550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 288 Median time elapsed (secs) between request and provision of any corresponding quotes , 288 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5750000000 , 14:05:36 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCP41 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, , , 99.8710000000 , 12:47:28 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCQ24 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BM10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US032511BP13 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.1490000000 , 12:48:04 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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, , , 96.4020000000 , 13:59:39 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.3895000000 Volume weighted transaction price , 96.3827692308 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 , 130000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 65000.000000 Median size of all orders or requests for quote , 65000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QDB14 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 126 Median time elapsed (secs) between request and provision of any corresponding quotes , 126 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578DAX03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.5740000000 , 13:06:18 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAH16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023AD79 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, , , 114.8500000000 , 14:57:02 , 130000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US16412XAD75 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JK88 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, , , 101.8750000000 , 11:44:36 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JZ57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LZ20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCX75 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JN82 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22532MAL63 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAK52 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US251526BL24 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 276 Median time elapsed (secs) between request and provision of any corresponding quotes , 276 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VBU61 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 92.2060000000 , 13:15:14 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 26500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397WK59 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, , , 98.0460000000 , 13:00:47 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBS45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.2150000000 , 13:27:14 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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, , , 100.1790000000 , 10:42:16 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BX62 Written description of financial instrument , Instrument Classification , DBVNGM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.2680000000 , 12:38:49 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US455780CE46 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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, , , 99.4500000000 , 14:48:39 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-10,Date , 2018-10-10 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.0360000000 , 13:21:14 , 26000.0000000000 , RFQ , , Electronic , 13:30, , , 94.9900000000 , 14:45:54 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.0130000000 Volume weighted transaction price , 94.9994920635 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 , 126000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 63000.000000 Median size of all orders or requests for quote , 63000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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, , , 100.2500000000 , 15:04:03 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 102.1820000000 , 16:06:11 , 20000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAB27 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 97 Median time elapsed (secs) between request and provision of any corresponding quotes , 97 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-10,Date , 2018-10-10 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AL88 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 175000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822BA15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAU38 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.0590000000 , 13:40:54 , 600000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US713448BW74 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.5640000000 , 11:15:05 , 30000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 268 Median time elapsed (secs) between request and provision of any corresponding quotes , 268 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BG51 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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, , , 100.7000000000 , 10:49:17 , 600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.6300000000 , 14:06:41 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.6650000000 Volume weighted transaction price , 100.6681818182 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 , 1100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 550000.000000 Median size of all orders or requests for quote , 550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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, , , 95.0640000000 , 18:34:05 , 30000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 30000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BP60 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US855244AK58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAP59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAE40 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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, , , 99.2160000000 , 12:27:43 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89352HAW97 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810QT88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RB61 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RD28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RE01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RP57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RX81 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SC36 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128283Y48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284N73 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 97.0459500000 Volume weighted transaction price , 97.0523333333 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 , 30000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 15000000.000000 Median size of all orders or requests for quote , 15000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 7590 Median time elapsed (secs) between request and provision of any corresponding quotes , 7590 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285F31 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 45240 Median time elapsed (secs) between request and provision of any corresponding quotes , 45240 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828LY45 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828NT32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828PC88 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828RC60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828SV33 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG06905AD83 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 , 120000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8449VAB20 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 598 Median time elapsed (secs) between request and provision of any corresponding quotes , 598 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ0423YBU76 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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 , 59 Median time elapsed (secs) between request and provision of any corresponding quotes , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4506XAN87 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 239 Median time elapsed (secs) between request and provision of any corresponding quotes , 239 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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, , , 96.6270000000 , 11:12:50 , 10000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AD03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.7370000000 , 14:56:01 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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, , , 95.9820000000 , 18:24:27 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU24652AD82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BE51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.6000000000 , 13:00:44 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-10,Date , 2018-10-10 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8393333333 Volume weighted transaction price , 99.8378709677 Highest executed price , 99.8520000000 Lowest executed price , 99.8290000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 155000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBY58 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4481PAA58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0429484891 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0748939880 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0803109270 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1072402925 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 222 Median time elapsed (secs) between request and provision of any corresponding quotes , 222 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1079720212 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 , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1086900898 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1111324700 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1165130219 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 332 Median time elapsed (secs) between request and provision of any corresponding quotes , 332 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1197832832 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1373988853 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 9906 Median time elapsed (secs) between request and provision of any corresponding quotes , 9906 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1401816761 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 548 Median time elapsed (secs) between request and provision of any corresponding quotes , 548 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1489734746 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1503116599 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551709568 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1573134951 Written description of financial instrument , Instrument Classification , DTFXBR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.0670000000 , 16:26:11 , 230000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1614722806 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1631415582 Written description of financial instrument , Instrument Classification , DAFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1641479750 Written description of financial instrument , Instrument Classification , DTFXFB 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 9543 Median time elapsed (secs) between request and provision of any corresponding quotes , 9543 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642641812 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 100 Median time elapsed (secs) between request and provision of any corresponding quotes , 100 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 92 Median time elapsed (secs) between request and provision of any corresponding quotes , 92 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642686676 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1645684660 Written description of financial instrument , Instrument Classification , DMXXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1675764945 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 98.1250000000 Volume weighted transaction price , 98.4000000000 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 , 1500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 750000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 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 , 550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1718416586 Written description of financial instrument , Instrument Classification , DTVNCB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.3280000000 , 10:41:42 , 600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1733877762 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 103 Median time elapsed (secs) between request and provision of any corresponding quotes , 103 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793255198 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1804840517 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 , 4 Median time elapsed (secs) between acceptance and execution , 4 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1811213435 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1831163396 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 , 2 Median time elapsed (secs) between acceptance and execution , 2 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1845139515 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 1100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1875331636 Written description of financial instrument , Instrument Classification , DMXXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1878190757 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1879843438 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 247 Median time elapsed (secs) between request and provision of any corresponding quotes , 247 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1881591504 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, , , 100.4340000000 , 11:37:34 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1882614008 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 , 1500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1500000.000000 Median size of all orders or requests for quote , 1250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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, , , 100.0970000000 , 10:53:15 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1892247963 Written description of financial instrument , Instrument Classification , DTZCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1893621026 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 , 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1893631330 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1893631769 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1893632221 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6301509012 Written description of financial instrument , Instrument Classification , DTVNXR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.2500000000 Volume weighted transaction price , 99.2519480519 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 , 38500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 19250000.000000 Median size of all orders or requests for quote , 19950000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4LLL6PNYL9 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 , 30.8881500000 Volume weighted transaction price , 16.3322250000 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 , 20000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 3501 Median time elapsed (secs) between request and provision of any corresponding quotes , 3501 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZV7SQL38QD1 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 , 98.2550000000 Volume weighted transaction price , 98.2550000000 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 , 39000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 19500000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1480 Median time elapsed (secs) between request and provision of any corresponding quotes , 1480 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013131877 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367612 Written description of financial instrument , Instrument Classification , DBVXPB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00B84Z9V04 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00BD0PCK97 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103301D90 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, , , 104.2520000000 , 15:38:19 , 371700000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103511J74 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 142 Median time elapsed (secs) between request and provision of any corresponding quotes , 142 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103521JA8 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 700000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 700000000.000000 Median size of all orders or requests for quote , 700000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 60 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP13003119A4 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, , , 129.0810000000 , 14:41:10 , 65750000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300331A99 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , JP1300601JA9 Written description of financial instrument , Instrument Classification , DBXXXX 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 , 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 , 15000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 49.9529000000 Volume weighted transaction price , 0.2383100840 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 , 119000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 59500000000.000000 Median size of all orders or requests for quote , 59500000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.9550000000 , 16:19:44 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCP41 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BY57 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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, , , 97.7880000000 , 13:38:54 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 65000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US053807AR45 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAB95 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , 98.2500000000 , 12:41:50 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06120TAA60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HV61 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.9000000000 , 14:54:51 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.0290000000 , 12:54:11 , 120000.0000000000 , RFQ , , Electronic , 13:30, , , 100.0250000000 , 14:49:33 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0270000000 Volume weighted transaction price , 100.0265000000 Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 2 Total value of transactions executed , 320000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 160000.000000 Median size of all orders or requests for quote , 120000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US233851BJ21 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, , , 96.3540000000 , 12:37:14 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29736RAL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.4130000000 , 13:42:38 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US30216KAA07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US375558AY93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.0850000000 , 14:19:05 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BX62 Written description of financial instrument , Instrument Classification , DBVNGM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US40428HPV86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.1040000000 , 16:01:55 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.2140000000 , 14:32:25 , 220000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US45112FAG19 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US45580KAJ79 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US459200JQ56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 436 Median time elapsed (secs) between request and provision of any corresponding quotes , 436 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HMN79 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CD49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.2420000000 , 11:39:22 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CK81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 93.9990000000 , 12:37:45 , 41000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AD62 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-11 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AN51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7530000000 , 13:22:42 , 90000.0000000000 , RFQ , , Electronic , 13:30, , , 99.7410000000 , 14:47:18 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7470000000 Volume weighted transaction price , 99.7447241379 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 , 290000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 145000.000000 Median size of all orders or requests for quote , 145000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBA28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, 98.9440000000 , 11000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718286BK23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718286BY27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80281LAF22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80282KAH95 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US865622CN21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAP59 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAT71 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 , 186000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAY66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 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 , 265000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US86562MBF68 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 318 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US87973RAE09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAP40 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US89352HAZ29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US90261XHE58 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810FB99 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 , 111.2910000000 Volume weighted transaction price , 86.3875968992 Highest executed price , 123.5000000000 Lowest executed price , 86.2050000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 5 Total value of transactions executed , 503100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 470000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 320 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RP57 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 , 95.8314400000 Volume weighted transaction price , 100.0360312704 Highest executed price , 103.2820000000 Lowest executed price , 93.9688000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 5 Total value of transactions executed , 3070000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 210000.000000 Median size of all orders or requests for quote , 210000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 359 Median time elapsed (secs) between request and provision of any corresponding quotes , 194 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RX81 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SC36 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19,Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , ,Written description of financial instrument , Instrument Classification , DBFOFR,Instrument Classification , DBFTFM 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 , 62.9341666667 Volume weighted transaction price , 1.6903394908 Highest executed price , 93.7500000000 Lowest executed price , 1.5525000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 3 Total value of transactions executed , 2003000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 3250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1272 Median time elapsed (secs) between request and provision of any corresponding quotes , 327 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128283F58 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284N73 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 , 97.7575800000 Volume weighted transaction price , 97.5881021088 Highest executed price , 99.3000000000 Lowest executed price , 97.5862000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 10 Number of transactions executed , 10 Total value of transactions executed , 450500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 110 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 57.0600000000 Volume weighted transaction price , 0.5150806559 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 , 1500200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 750100000.000000 Median size of all orders or requests for quote , 10000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828KQ20 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 , 100.3160000000 Volume weighted transaction price , 100.3160000000 Highest executed price , 100.3160000000 Lowest executed price , 100.3160000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 3480000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1010000.000000 Median size of all orders or requests for quote , 1010000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828VB32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCH38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EJ83 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US94973VBJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFN55 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, , , 100.6790000000 , 14:57:15 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US95000U2B83 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG0R4HJAA41 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG76237AA70 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, , , 97.8800000000 , 12:28:50 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG7801RAA70 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG82016AB58 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ77549AC73 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USM8221WAA91 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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, , , 100.9070000000 , 13:32:22 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU07265AC20 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBK37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.4530000000 , 12:15:40 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBQ07 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, , , 96.3540000000 , 13:32:13 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31436AH86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU3827BAA53 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 300 Median time elapsed (secs) between request and provision of any corresponding quotes , 300 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273AAM72 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, , , 98.5000000000 , 15:26:03 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY29011CK05 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY49140AA76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 171 Median time elapsed (secs) between request and provision of any corresponding quotes , 171 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.9500000000 , 14:39:24 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9400000000 Volume weighted transaction price , 99.9318181818 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 , 1100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 550000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0549116530 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0830194501 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0866438475 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0987211181 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0989359756 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, , , 100.6740000000 , 09:47:34 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1040104231 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1073217561 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1135276332 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1165659514 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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, , , 101.0000000000 , 13:41:10 , 4150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1204154410 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1382802095 Written description of financial instrument , Instrument Classification , DTFXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1389943686 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 , 581000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 581000.000000 Median size of all orders or requests for quote , 581000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1398275112 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520897163 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551709568 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 18 Median time elapsed (secs) between acceptance and execution , 18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1573134951 Written description of financial instrument , Instrument Classification , DTFXBR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1586555515 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1596070547 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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, , , 100.1520000000 , 10:48:27 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.1520000000 , 14:36:46 , 2500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1520000000 Volume weighted transaction price , 100.1520000000 Highest executed price , 100.1520000000 Lowest executed price , 100.1520000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 12500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2500000.000000 Median size of all orders or requests for quote , 2500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642641812 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642686676 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1657899628 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 346 Median time elapsed (secs) between request and provision of any corresponding quotes , 346 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1666596397 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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 , 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1689234570 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, , , 99.5100000000 , 11:13:38 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1691909177 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1711550456 Written description of financial instrument , Instrument Classification , DTVGQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1729876059 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1791439257 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 , 6 Median time elapsed (secs) between acceptance and execution , 6 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 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, , , 98.6500000000 , 09:56:27 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1819966687 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 101.0000000000 , 10:55:16 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856800450 Written description of financial instrument , Instrument Classification , DYFXXB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1873220658 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874122267 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 , 148 Median time elapsed (secs) between request and provision of any corresponding quotes , 148 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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 , 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 , 250000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 , 2 Median time elapsed (secs) between acceptance and execution , 2 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1892117919 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 , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1892247963 Written description of financial instrument , Instrument Classification , DTZCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631330 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 310000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 310000.000000 Median size of all orders or requests for quote , 1340000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256907 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285455497 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011317783 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0012938116 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013131877 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013182805 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013324332 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103321DC2 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 , 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 , 5000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 211 Median time elapsed (secs) between request and provision of any corresponding quotes , 211 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747891JA7 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 , 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 , 40933000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5910000000 , 14:22:14 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BW91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BY57 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US032511BP13 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.1970000000 , 14:22:01 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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, , , 97.8140000000 , 13:23:44 , 25000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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, , , 98.0630000000 , 12:17:44 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.0860000000 , 15:39:38 , 130000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.0745000000 Volume weighted transaction price , 98.0796111111 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 , 180000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 90000.000000 Median size of all orders or requests for quote , 90000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 95.7370000000 , 11:06:41 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , 95.7590000000 , 12:49:35 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.7480000000 Volume weighted transaction price , 95.7425000000 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 510 Median time elapsed (secs) between request and provision of any corresponding quotes , 510 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 96.6650000000 , 12:43:50 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LZ20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 65000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 113.7160000000 , 12:49:49 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 134 Median time elapsed (secs) between request and provision of any corresponding quotes , 134 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US212015AN15 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.7080000000 , 11:00:51 , 15000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225433AH43 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5F60 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29250NAR61 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29273RBK41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 304 Median time elapsed (secs) between request and provision of any corresponding quotes , 304 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VBB80 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VBT98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US30216KAA07 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 , 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 , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 91.8700000000 , 15:45:34 , 25000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US370334CE22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBJ46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7150000000 , 13:11:16 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBK19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.8990000000 , 15:33:56 , 110000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US40428HPV86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.1310000000 , 13:14:33 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US423012AA16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7240000000 , 11:47:16 , 5000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42809HAC16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44987DAJ54 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AJ33 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 , 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 , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AL88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AQ75 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 , 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 , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AU87 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 , 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 , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AV60 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 , 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 , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAE95 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.0110000000 , 14:40:05 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 130000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718286BK23 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TEV35 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89352HAW97 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SC36 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 , 427500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.0410000000 , 13:20:16 , 25000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFC90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFN55 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , USG1315RAC54 Written description of financial instrument , Instrument Classification , DTFUQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.4000000000 , 15:27:05 , 182000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 182000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 182000.000000 Median size of all orders or requests for quote , 141000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBS20 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-12,Date , 2018-10-12 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 646000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ54675AA13 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ54675AC78 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ77549AA18 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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, , , 96.9820000000 , 14:11:57 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AD03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.9610000000 , 12:42:16 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ8940FAA23 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCC02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.6160000000 , 16:33:37 , 750000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0606WBZ24 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0889VAA80 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY29011CK05 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 , 2 Median time elapsed (secs) between acceptance and execution , 2 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY306AXAB69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY39656AC06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.9300000000 , 14:40:07 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0496281618 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 106.4160000000 , 15:12:33 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.7630000000 , 13:23:27 , 550000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 139 Median time elapsed (secs) between request and provision of any corresponding quotes , 139 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 101.6910000000 , 14:37:12 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1057055060 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1072402925 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1111314651 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 , 1300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1143163183 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1286029506 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1291004270 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1317710884 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1410341389 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485660895 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1587236545 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589358644 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 , 2 Median time elapsed (secs) between acceptance and execution , 2 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589748356 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 , 4 Median time elapsed (secs) between acceptance and execution , 4 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 95.0540000000 , 11:19:17 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1596795275 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 , 128 Median time elapsed (secs) between request and provision of any corresponding quotes , 128 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1615104244 Written description of financial instrument , Instrument Classification , DTFNFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1641479750 Written description of financial instrument , Instrument Classification , DTFXFB 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642686676 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1671754650 Written description of financial instrument , Instrument Classification , DBVNCB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1675764945 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1685476092 Written description of financial instrument , Instrument Classification , DTFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1715323298 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1717759499 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1788513734 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1791439257 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1794216660 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 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, , , 98.7930000000 , 15:33:56 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1801780583 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1808737594 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1810003332 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1852563086 Written description of financial instrument , Instrument Classification , DBXOQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Total value of transactions executed , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 750000.000000 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1864036576 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1878190757 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, , , 100.2110000000 , 13:03:42 , 2600000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1884740041 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-12,Date , 2018-10-12 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1890709774 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 10000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 10000000.000000 Median size of all orders or requests for quote , 5500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1891316587 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1891571348,Financial Instrument , Bonds Other , XS1891571348 Written description of financial instrument , ,Written description of financial instrument , Instrument Classification , DBFXFR,Instrument Classification , DBXXXX 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 , 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 , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769 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 , 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 , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893632221 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 , 175000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102374 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 , 249 Median time elapsed (secs) between request and provision of any corresponding quotes , 249 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A19UNN9 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011538222 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013251329 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , IT0005323032 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023841J18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 114 Median time elapsed (secs) between request and provision of any corresponding quotes , 114 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747891JA7 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, , , 161.9200000000 , 12:48:04 , 2000000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 67.2995500000 Volume weighted transaction price , -0.2525689127 Highest executed price , 161.9200000000 Lowest executed price , -0.2850000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 4 Total value of transactions executed , 50014000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 12506000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US00084DAT72 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, , , 99.4710000000 , 12:43:37 , 606000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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, , , 98.9490000000 , 13:53:04 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBH05 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 12000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 12000000.000000 Median size of all orders or requests for quote , 12000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBP21 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 , 27500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.2180000000 , 11:26:42 , 50000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 30500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 37500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAF93 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 , 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 , 2018-10-15 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, , , 100.6000000000 , 16:02:31 , 350000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHC69 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, , , 96.4020000000 , 12:56:19 , 8000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06120TAA60 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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, , , 99.3940000000 , 10:15:40 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US075887BV02 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, , , 96.4450000000 , 12:34:56 , 14000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.3580000000 , 14:13:23 , 41000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 41000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 41000.000000 Median size of all orders or requests for quote , 120500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAD02 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAH16 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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, , , 97.8100000000 , 12:11:50 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US191216BE91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QDR83 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, , , 99.9850000000 , 11:51:57 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0130000000 , 13:49:02 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JY48 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.3680000000 , 13:32:47 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22532MAL63 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225433AM38 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US256677AC97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397WF64 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US370334CE22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XAW65 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BA69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 747500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 143 Median time elapsed (secs) between request and provision of any corresponding quotes , 143 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BX62 Written description of financial instrument , Instrument Classification , DBVNGM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.5970000000 , 09:38:53 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US444859BD30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US455780CE46 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 184 Median time elapsed (secs) between request and provision of any corresponding quotes , 184 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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, , , 99.9289000000 , 14:01:48 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAP29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.8510000000 , 14:47:33 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 284500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BN30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 14000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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, , , 98.6300000000 , 15:46:03 , 15000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US585055BR69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AK06 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AR58 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 , 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 , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AS32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAJ82 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, , , 100.9340000000 , 14:17:51 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US63859WAF68 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557DAR26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718546AH74 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 , 220 Median time elapsed (secs) between request and provision of any corresponding quotes , 220 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US747525AE30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US78440PAE88 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAH69 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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, , , 96.0840000000 , 11:35:28 , 35000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US82460CAK09 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBE93,Financial Instrument , Bonds Callable , US86562MBE93 Written description of financial instrument , ,Written description of financial instrument , Instrument Classification , DBVNGM,Instrument Classification , DBVXXX 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.9500000000 , 14:50:21 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBF68 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.1100000000 , 15:21:25 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 14 Median time elapsed (secs) between acceptance and execution , 14 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBG42 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAE92 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810QQ40 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RU43 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RV26 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RX81 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RY64 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RZ30 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SA79 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SC36 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828T347 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 , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828U246 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCP53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.5000000000 , 16:10:04 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 106.3940000000 , 14:22:09 , 73000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 73000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 73000.000000 Median size of all orders or requests for quote , 48500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EJ83 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EK56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0840000000 , 14:54:13 , 39000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 39000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 39000.000000 Median size of all orders or requests for quote , 59500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFN55 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, , , 100.7510000000 , 12:17:50 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US95000U2B83 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214DT74 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, , , 99.8750000000 , 12:39:11 , 75000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214EA74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US98105HAC43 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 , 1167500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG4639DVV48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AA90 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.0540000000 , 14:06:34 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 119 Median time elapsed (secs) between request and provision of any corresponding quotes , 119 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 101 Median time elapsed (secs) between request and provision of any corresponding quotes , 101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ54675AC78 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN84413CH93 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ0426RNB07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCZ96 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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, , , 102.6950000000 , 14:27:53 , 15000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478AT30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.6900000000 , 12:50:05 , 60000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 60000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 60000.000000 Median size of all orders or requests for quote , 60000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.9550000000 , 11:29:48 , 19000.0000000000 , RFQ , , Electronic , 11:30, , , 100.0140000000 , 12:45:43 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , 99.9320000000 , 14:38:38 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9582500000 Volume weighted transaction price , 99.9463513514 Highest executed price , 100.0140000000 Lowest executed price , 99.9320000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 4 Total value of transactions executed , 259000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 70000.000000 Median size of all orders or requests for quote , 30000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY04342AA28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY306AXAB69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY39656AC06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY47606AF80 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4899GDC43 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0412842857 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0719962986 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0733696495 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 97.6770000000 Volume weighted transaction price , 97.5590000000 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 , 1200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 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 , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0890073991 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 1920000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-15,Date , 2018-10-15 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 210000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 210000.000000 Median size of all orders or requests for quote , 205000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 5000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1049699926 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1059026895 Written description of financial instrument , Instrument Classification , DTFXFB Currency , NZD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1072402925 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, , , 100.4800000000 , 09:37:10 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1197832832 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1204154410 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, , , 102.8500000000 , 13:11:00 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1232146412 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660122 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1391407969 Written description of financial instrument , Instrument Classification , DBFXFB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1392459209 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 237500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 90.1500000000 , 14:41:23 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 88.8875000000 Volume weighted transaction price , 88.8875000000 Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 2 Total value of transactions executed , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 4 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1508842256 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520899532 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551355149 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 , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551709568 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.9120000000 , 12:09:21 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1586555515 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1587236545 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1596795358 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1599172746 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.3340000000 Volume weighted transaction price , 96.2652000000 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 , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2500000.000000 Median size of all orders or requests for quote , 2500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1617845083 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, , , 100.4100000000 , 12:51:49 , 160000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1641477119 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1671754650 Written description of financial instrument , Instrument Classification , DBVNCB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1678632487 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1681518962 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1693818285 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1694217495 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1717202730 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1787361754 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1791939736 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 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, , , 98.6500000000 , 09:32:10 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 525000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1808737594 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1811212890 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1821814800 Written description of financial instrument , Instrument Classification , DTVUFM Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1864036576 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1878190757 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1882614008 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1883352681 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1890709774 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1891571348 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 , 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1891574441 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1891577030 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769,Financial Instrument , Bonds Government , XS1893631769 Written description of financial instrument , ,Written description of financial instrument , Instrument Classification , DTFUFB,Instrument Classification , DTFXFB Currency , EUR,Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3FN0040994 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013144003 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , , 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 , 143 Median time elapsed (secs) between request and provision of any corresponding quotes , 143 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , HK0000199437 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023811HA4 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023841J18 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051171E30 Written description of financial instrument , Instrument Classification , DBFTFM 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , JP1051371JA0 Written description of financial instrument , Instrument Classification , DBXXXX 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103001952 Written description of financial instrument , Instrument Classification , DBFTFM 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103321DC2 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201201A88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300591J79 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 , 135 Median time elapsed (secs) between request and provision of any corresponding quotes , 135 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300601JA9 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 , 135 Median time elapsed (secs) between request and provision of any corresponding quotes , 135 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747761J83 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747871JA9 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 , -0.2966666667 Volume weighted transaction price , -0.2957565557 Highest executed price , -0.2950000000 Lowest executed price , -0.3000000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 3 Total value of transactions executed , 31194000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 4720000000.000000 Median size of all orders or requests for quote , 14860000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5550000000 , 14:29:01 , 60000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BF69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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, , , 95.4820000000 , 13:48:20 , 650000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.8980000000 , 15:00:34 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 20000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 20000.000000 Median size of all orders or requests for quote , 30000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCP41 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 , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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 , 110000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 536 Median time elapsed (secs) between request and provision of any corresponding quotes , 536 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.7240000000 , 14:04:22 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.7240000000 Volume weighted transaction price , 95.7240000000 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 , 350000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 175000.000000 Median size of all orders or requests for quote , 175000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QDB14 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, , , 94.6140000000 , 13:04:43 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , , 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 , 487 Median time elapsed (secs) between request and provision of any corresponding quotes , 487 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US096630AF58 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023BG91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , 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 , 20000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US205887CC49 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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, , , 97.5230000000 , 14:14:35 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VBT98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VBU61 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 , 258 Median time elapsed (secs) between request and provision of any corresponding quotes , 258 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAG59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCL82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BN30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.2570000000 , 11:52:07 , 5000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CD49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 382 Median time elapsed (secs) between request and provision of any corresponding quotes , 382 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US559080AK20 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAQ89 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557CAY93 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US655664AN01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAJ77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 84000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74977SDE90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US774341AJ07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.6770000000 , 12:34:22 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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, , , 100.7450000000 , 13:41:29 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , 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 , 280000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BP60 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 , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BR27 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, , , 99.2500000000 , 14:02:40 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BS00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254AN08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254BJ86 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, , , 97.3280000000 , 13:43:35 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAD20 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 , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAP40 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, , , 98.8800000000 , 11:26:44 , 540000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TDR32 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, , , 95.5190000000 , 15:48:07 , 40000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US90351DAA54 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.9350000000 , 12:19:09 , 258000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US904678AA77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828U246 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 , 258 Median time elapsed (secs) between request and provision of any corresponding quotes , 258 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746RW34 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFN55 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG253HFAN60 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, , , 95.2070000000 , 10:37:25 , 700000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AA90 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , 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 , 450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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, , , 108.5000000000 , 13:58:18 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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 , , 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 , 6091 Median time elapsed (secs) between request and provision of any corresponding quotes , 6091 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AJ72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.6500000000 , 14:44:17 , 600000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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, , , 101.1510000000 , 12:44:08 , 150000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 150000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 135000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ0426RNB07 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 403 Median time elapsed (secs) between request and provision of any corresponding quotes , 403 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CAM02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.7500000000 , 15:04:33 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCU00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 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, , , 101.2780000000 , 15:01:58 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BP09 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.1630000000 , 14:27:53 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , USY2350DAC03 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0525912449 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0858461758 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1500000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1001749289 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, , , 119.7620000000 , 14:40:21 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1143085014 Written description of financial instrument , Instrument Classification , DTFXCR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1221677120 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1222590488 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1372838083 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, , , 100.3200000000 , 13:03:56 , 7020000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1432493879 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1590503279 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, , , 98.6100000000 , 10:47:34 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1617128928 Written description of financial instrument , Instrument Classification , DTFUPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1622630132 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1651444140 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1656195796 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 , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1678632487 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1681539539 Written description of financial instrument , Instrument Classification , DTFXGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1749378342 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1753030490 Written description of financial instrument , Instrument Classification , DTVUCB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1829217428 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 461 Median time elapsed (secs) between request and provision of any corresponding quotes , 461 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285450449 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6301509012 Written description of financial instrument , Instrument Classification , DTVNXR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.3000000000 , 10:54:57 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ18TX1SJGG2 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, , , 98.0000000000 , 15:17:57 , 5000000.0000000000 , 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 , 558 Median time elapsed (secs) between request and provision of any corresponding quotes , 558 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ36QLS5M6Q4 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, , , 109.0000000000 , 15:20:57 , 6000000.0000000000 , 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 , 738 Median time elapsed (secs) between request and provision of any corresponding quotes , 738 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5YK72L1228 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, , , 136.0000000000 , 14:13:29 , 1750000.0000000000 , 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 , 671 Median time elapsed (secs) between request and provision of any corresponding quotes , 671 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8055MCVZC8 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, , , 33.2500000000 , 13:16:08 , 3000000.0000000000 , 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 , 15168 Median time elapsed (secs) between request and provision of any corresponding quotes , 15168 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0010474239 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023741H37 Written description of financial instrument , Instrument Classification , DBFTFM 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023841J18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , JP1201661JA3 Written description of financial instrument , Instrument Classification , DBXXXX 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 , 1195 Median time elapsed (secs) between request and provision of any corresponding quotes , 1195 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , Written description of financial instrument , Term = , Currency = EUR, Price Multiplier = 1.0000000000, Price Notation = PER_UNIT_PRICE, Quantity Notation = NOMINAL, Delivery Type = CASH Instrument Classification , Currency , **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1.5530000000 Volume weighted transaction price , 1.4799266136 Highest executed price , 1.7650000000 Lowest executed price , 1.2570000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 6 Total value of transactions executed , 226200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50500000.000000 Median size of all orders or requests for quote , 52370000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 2258 Median time elapsed (secs) between request and provision of any corresponding quotes , 2258 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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, , , 98.8960000000 , 12:48:56 , 12000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.8730000000 , 12:45:25 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBP21 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, , , 95.7010000000 , 13:55:37 , 80000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 80000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 80000.000000 Median size of all orders or requests for quote , 90000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.2510000000 , 13:08:33 , 700000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.5610000000 , 12:42:40 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAB95 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAF93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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, , , 99.8500000000 , 10:13:31 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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, , , 99.3953000000 , 13:48:23 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023BJ31 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US134429BG35 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HQ76 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HT16 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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 , 23000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEF37 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.9890000000 , 13:34:26 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9930000000 Volume weighted transaction price , 99.9941111111 Highest executed price , 99.9970000000 Lowest executed price , 99.9890000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 180000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAC59 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 , 3000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3000000.000000 Median size of all orders or requests for quote , 2427500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 321 Median time elapsed (secs) between request and provision of any corresponding quotes , 321 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29273RBK41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VBU61 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 , 192 Median time elapsed (secs) between request and provision of any corresponding quotes , 192 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAS97 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XAW65 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCL82 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, , , 98.0550000000 , 14:00:37 , 40000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 15 Median time elapsed (secs) between acceptance and execution , 15 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US377373AD71 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, , , 98.0520000000 , 14:21:14 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US377373AE54 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, , , 99.7630000000 , 10:01:20 , 33000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BA69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 158 Median time elapsed (secs) between request and provision of any corresponding quotes , 158 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BV07 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 , 459 Median time elapsed (secs) between request and provision of any corresponding quotes , 459 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US437076BG61 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US449786AY82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.8770000000 , 12:46:24 , 16000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BM56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.3040000000 , 14:18:08 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US48124BAC90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 102.2750000000 , 15:17:35 , 45000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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 , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US512807AM03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.2440000000 , 14:03:44 , 55000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.2425000000 Volume weighted transaction price , 99.2425000000 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 , 110000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 55000.000000 Median size of all orders or requests for quote , 55000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US524901AS49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US53947QAA58 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US585055AX47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557CAY93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBA28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.9730000000 , 14:02:36 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US717081EB53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718172BX66 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5890000000 , 15:18:48 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , 98.5880000000 , 16:15:47 , 2100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.5885000000 Volume weighted transaction price , 98.5883225806 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 , 3100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1550000.000000 Median size of all orders or requests for quote , 1550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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, , , 95.2590000000 , 13:58:47 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBA71 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 , 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 , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US900123CR91 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SC36 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 , 192 Median time elapsed (secs) between request and provision of any corresponding quotes , 192 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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, , , 96.4480000000 , 12:09:13 , 33000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAK64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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, , , 95.5400000000 , 11:25:52 , 450000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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, , , 100.6400000000 , 13:50:50 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 275000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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, , , 96.8270000000 , 13:27:14 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 116500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AS71 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, , , 97.1390000000 , 14:26:59 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CAM02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.6870000000 , 10:49:19 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 20000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , , XS0171578502 Written description of financial instrument , Instrument Classification , DNFTFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0394655749 Written description of financial instrument , Instrument Classification , DTFCFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0983704718 Written description of financial instrument , Instrument Classification , DTVXGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1054932154 Written description of financial instrument , Instrument Classification , DAFXBR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1210421001 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1227814883 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 , 650000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1241110300 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1548779831 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1586146851 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1586555861 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 , 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 , 150150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1681539539 Written description of financial instrument , Instrument Classification , DTFXGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1788584321 Written description of financial instrument , Instrument Classification , DGVUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1807421315 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873219304 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887498282 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769 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 , 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 , 100000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1896851224 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, , , 99.7360000000 , 15:19:57 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1897132319 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1897489578 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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, , , 98.8990000000 , 10:02:07 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102457 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000CB83CF0 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 , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5Q0XTY4YK4 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 , 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 , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ89J0DQ3RG8 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 , 266 Median time elapsed (secs) between request and provision of any corresponding quotes , 266 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011485051 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011911247 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367638 Written description of financial instrument , Instrument Classification , DBFXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051371JA0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103071A59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103131B31 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103311DB5 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103321DC2 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103451GC0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103471H66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103521JA8 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 , 0.1475000000 Volume weighted transaction price , 0.1475000000 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 , 6100000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 3050000000.000000 Median size of all orders or requests for quote , 3050000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200571287 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, , , 107.2880000000 , 12:01:53 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200941746 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP12009917C3 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201581G90 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, , , 98.5100000000 , 11:56:52 , 2900000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201601H38 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , JP1201661JA3 Written description of financial instrument , Instrument Classification , DBXXXX 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 , 100.2900000000 Volume weighted transaction price , 100.2900000000 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 , 11500000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5750000000.000000 Median size of all orders or requests for quote , 5750000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300131420 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300261748 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300511G61 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, , , 85.9500000000 , 13:29:09 , 40150000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300581J30 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, , , 97.3350000000 , 13:29:43 , 114000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP14000117B7 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1400091G59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1400101H56 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747871JA9 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, , , 104.4000000000 , 12:50:43 , 1000000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.0000000000 Volume weighted transaction price , 103.2923076923 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 , 1300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 650000.000000 Median size of all orders or requests for quote , 15375000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 229 Median time elapsed (secs) between request and provision of any corresponding quotes , 229 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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, , , 101.2000000000 , 12:40:15 , 9000000.0000000000 , RFQ , , Voice , 13:30, , , 99.5625000000 , 14:41:07 , 1000000.0000000000 , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 50.0961250000 Volume weighted transaction price , -0.1600867609 Highest executed price , 101.2000000000 Lowest executed price , -0.1890000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 35010000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5004500000.000000 Median size of all orders or requests for quote , 9500000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747901JA4 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 , 75.2090000000 Volume weighted transaction price , 55.5789771182 Highest executed price , 100.5862000000 Lowest executed price , -0.1650000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 45005200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10002500000.000000 Median size of all orders or requests for quote , 22500000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.7940000000 , 12:59:32 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WBM29 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CG33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBH05 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, , , 103.8000000000 , 11:27:36 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBP21 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035240AL43 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, , , 97.0000000000 , 13:45:15 , 4000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.1800000000 , 12:53:45 , 25000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.4590000000 , 17:04:13 , 58000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 58000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 58000.000000 Median size of all orders or requests for quote , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBU13 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, , , 100.3630000000 , 13:38:49 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QDG01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 240 Median time elapsed (secs) between request and provision of any corresponding quotes , 240 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US096630AF58 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023BP90 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US191216AV26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US191216BE91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 55000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEA40 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, , , 94.3890000000 , 14:01:05 , 350000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.9330000000 , 12:27:22 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5F60 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, , , 98.1470000000 , 11:17:38 , 10000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 223 Median time elapsed (secs) between request and provision of any corresponding quotes , 223 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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, , , 98.3370000000 , 14:08:47 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US35802XAF06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 106.3690000000 , 12:09:31 , 11000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US375558BH51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, 100.3020000000 , 200000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAW91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAH66 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US459506AJ06 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, , , 99.9130000000 , 12:35:20 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US50066CAH25 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAB92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAH86 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 247 Median time elapsed (secs) between request and provision of any corresponding quotes , 247 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US585055BR69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AJ33 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US717081EQ23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US83368TAM09 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 , , 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 , 363 Median time elapsed (secs) between request and provision of any corresponding quotes , 363 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAW01 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, , , 100.1170000000 , 14:38:55 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PDJ84 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, , , 99.7910000000 , 11:16:32 , 186000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 106.0080000000 , 13:09:25 , 18000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 18000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 18000.000000 Median size of all orders or requests for quote , 28000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214DT74 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, , , 99.8750000000 , 13:46:17 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8750000000 Volume weighted transaction price , 99.8750000000 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 , 120000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 60000.000000 Median size of all orders or requests for quote , 60000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAL48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 875000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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, , , 99.5760000000 , 12:57:06 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , 99.5600000000 , 14:22:45 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.5680000000 Volume weighted transaction price , 99.5645714286 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 , 350000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 175000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AE85 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ9194UAW29 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBK37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.4450000000 , 16:06:09 , 180000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0412842857 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0972523947 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0989359756 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, , , 100.5000000000 , 14:57:01 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0995102778 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, , , 100.0400000000 , 15:49:03 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0998947500 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1073217561 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1219462543 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1219971931 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1227246896 Written description of financial instrument , Instrument Classification , DYFXXR 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1227814883 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1334225361 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1375841233 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 250000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485531492 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520899532 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1598047550 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1651444140 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1679158094 Written description of financial instrument , Instrument Classification , DAFNFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1751004232 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1752476538 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0000000000 , 13:47:59 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1807421315 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 623 Median time elapsed (secs) between request and provision of any corresponding quotes , 623 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, 99.9550000000 , 5000000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873219304 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874122267 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1876076040 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1877595444 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1878190757 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1883263151 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1891574441 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1891577030 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769 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, , , 99.8720000000 , 10:12:55 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1896660989 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1897489578 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, , , 99.6000000000 , 09:40:22 , 1100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1100000.000000 Median size of all orders or requests for quote , 5500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 59 Median time elapsed (secs) between request and provision of any corresponding quotes , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011485051 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RDA77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCP41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DH71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , 1045000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBP28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBR83 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , 374 Median time elapsed (secs) between request and provision of any corresponding quotes , 374 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-19 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, , , 101.5410000000 , 19:37:05 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HQ76 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, , , 100.2500000000 , 14:42:17 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JY48 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21036PAV04 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, , , 97.5720000000 , 14:12:12 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 349 Median time elapsed (secs) between request and provision of any corresponding quotes , 349 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.8120000000 , 12:47:43 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , 97.7400000000 , 14:37:56 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 97.7760000000 Volume weighted transaction price , 97.7670000000 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22546QAC15 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, , , 101.7320000000 , 15:10:25 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US30219GAN88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 92.1040000000 , 14:28:53 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBD75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7860000000 , 12:42:00 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCF15 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, , , 95.4590000000 , 14:50:08 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US375558BH51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , , Electronic , 11:30, , , 100.3020000000 , 11:50:56 , 314000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.1740000000 , 13:40:00 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74432QBZ72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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, , , 99.0700000000 , 11:25:31 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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, , , 95.9480000000 , 13:42:22 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TEL52 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, , , 96.6140000000 , 13:44:36 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US90352JAD54 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PDD15 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.6700000000 , 12:39:14 , 350000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN5946FAD98 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0880134258 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1198677897 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1492671158 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1513739760 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1694217495 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1883963990 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0242972 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 , 119 Median time elapsed (secs) between request and provision of any corresponding quotes , 119 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 , 275000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001104727 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, , , 101.0450000000 , 10:05:53 , 1000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001104735 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, , , 101.1250000000 , 10:07:09 , 1000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 159.6400000000 Volume weighted transaction price , 159.6400000000 Highest executed price , 159.6400000000 Lowest executed price , 159.6400000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 5 Total value of transactions executed , 280000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A169GZ7 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DB7XHM0 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 , 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 , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ21TFFM0G53 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, , , 99.1000000000 , 10:02:00 , 500000.0000000000 , 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 , 3911 Median time elapsed (secs) between request and provision of any corresponding quotes , 3911 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ3L3J4JXNS5 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, , , 79.0000000000 , 11:50:46 , 3000000.0000000000 , 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 , 9540 Median time elapsed (secs) between request and provision of any corresponding quotes , 9540 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ69Q2MFV749 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, , , 256.2500000000 , 10:29:27 , 800000.0000000000 , 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 , 10697 Median time elapsed (secs) between request and provision of any corresponding quotes , 10697 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ78Q9NBZSB4 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, , , 23.5000000000 , 16:15:13 , 2300000.0000000000 , 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 , 2460 Median time elapsed (secs) between request and provision of any corresponding quotes , 2460 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZNRKTXF4JS5 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, , , 271.0000000000 , 10:16:54 , 800000.0000000000 , RFQ , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 271.0000000000 Volume weighted transaction price , 271.0000000000 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 , 1600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 10263 Median time elapsed (secs) between request and provision of any corresponding quotes , 10263 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013240835 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013365855 Written description of financial instrument , Instrument Classification , DTFOFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , IT0005273013 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 , 92.0200000000 Volume weighted transaction price , 92.0200000000 Highest executed price , 92.0200000000 Lowest executed price , 92.0200000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 5 Total value of transactions executed , 980000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103211C33 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103321DC2 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300331A99 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747731J72 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, , , -0.1200000000 , 12:23:51 , 33500000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 49.9406500000 Volume weighted transaction price , 49.9406500000 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 , 67000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 33500000.000000 Median size of all orders or requests for quote , 33500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 110 Median time elapsed (secs) between request and provision of any corresponding quotes , 110 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747741J88 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747871JA9 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 , -0.2900000000 Volume weighted transaction price , -0.2900000000 Highest executed price , -0.2900000000 Lowest executed price , -0.2900000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 100000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , -0.1930000000 Volume weighted transaction price , -0.1930000000 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 , 34000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 17000000000.000000 Median size of all orders or requests for quote , 17000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747901JA4 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 , -0.1670000000 Volume weighted transaction price , -0.1670000000 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 , 30000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 15000000000.000000 Median size of all orders or requests for quote , 15000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP2261001E97 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 5160 Median time elapsed (secs) between request and provision of any corresponding quotes , 5160 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 70000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US032511BN64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBP21 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 , 95.5610000000 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 , 260000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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 , 98.1650000000 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 , 25000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 19000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 142 Median time elapsed (secs) between request and provision of any corresponding quotes , 142 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 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 , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US060505EH35 Written description of financial instrument , Instrument Classification , DSXXFX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHF90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US171798AC50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US191216BE91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 66.6495000000 Volume weighted transaction price , 0.1075000000 Highest executed price , 99.9250000000 Lowest executed price , 0.1075000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 100000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 100000000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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, , , 97.9510000000 , 14:26:56 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAF30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5F60 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 , 156 Median time elapsed (secs) between request and provision of any corresponding quotes , 156 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US30216KAC62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XAL01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US377373AE54 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.5940000000 , 11:54:21 , 72000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US48124BAC90 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US48126HAA86 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US50065KAE29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAM71 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AJ33 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 , 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 , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AL88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AS32 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 , 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 , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822BA15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAQ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 89.2800000000 , 16:14:56 , 750000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557CAY93 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 , 182 Median time elapsed (secs) between request and provision of any corresponding quotes , 182 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718286BY27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718286CC97 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US747525AE30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 47500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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, , , 100.6750000000 , 13:04:59 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BJ90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AM49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 379 Median time elapsed (secs) between request and provision of any corresponding quotes , 379 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BP60 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 , 80000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAN02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 90000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAY66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US87938WAT09 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 172 Median time elapsed (secs) between request and provision of any corresponding quotes , 172 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89152UAD46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 848 Median time elapsed (secs) between request and provision of any corresponding quotes , 848 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US90352JAB98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US98105HAB69 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAL48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 102.1040000000 , 12:31:31 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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, , , 100.5130000000 , 15:07:52 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ54675AB95 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 139 Median time elapsed (secs) between request and provision of any corresponding quotes , 139 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AR98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBT46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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, , , 95.6930000000 , 15:14:13 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU24652AD82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478AT30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273AAM72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY81647AB84 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0811554962 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-22,Date , 2018-10-22 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 97.3755000000 Volume weighted transaction price , 97.3250000000 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 , 205000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 205000.000000 Median size of all orders or requests for quote , 202500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0955024236 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1035001921 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1306411726 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1412593185 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551355149 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555809927 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1631415582 Written description of financial instrument , Instrument Classification , DAFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642682410 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1692177774 Written description of financial instrument , Instrument Classification , DTFGFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1791439257 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 , 1600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1806124753 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 30000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116338 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873219304 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874127902 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 , 3000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1897489578 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 , 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001135366 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001135481 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000CB83CF0 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, , , 116.2590000000 , 13:21:39 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1G923S9XT0 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 , 148 Median time elapsed (secs) between request and provision of any corresponding quotes , 148 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZGZLMLGZ767 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, , , 43.5000000000 , 15:49:08 , 4500000.0000000000 , 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 , 578 Median time elapsed (secs) between request and provision of any corresponding quotes , 578 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZVPVWZF60X6 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 , 2292 Median time elapsed (secs) between request and provision of any corresponding quotes , 2292 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013251329 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 233 Median time elapsed (secs) between request and provision of any corresponding quotes , 233 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013365855 Written description of financial instrument , Instrument Classification , DTFOFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023791H85 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747871JA9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747901JA4 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 , 33.7862000000 Volume weighted transaction price , 58.9324416203 Highest executed price , 104.7350000000 Lowest executed price , -0.1640000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 9 Number of transactions executed , 9 Total value of transactions executed , 365000550000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747911JA3 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, , , 100.0979000000 , 15:09:48 , 200000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CH16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBP21 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 , 140000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.2010000000 , 12:34:25 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , 98.1930000000 , 14:03:27 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.2086000000 Volume weighted transaction price , 98.1956666667 Highest executed price , 98.2480000000 Lowest executed price , 98.1770000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 5 Total value of transactions executed , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAG08 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAH16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US151020AH73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QDZ00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCX75 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 , 47500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US26441CAR60 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.5370000000 , 14:01:02 , 1300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US268317AT16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.0890000000 , 13:59:03 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAV54 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAD98 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 182 Median time elapsed (secs) between request and provision of any corresponding quotes , 182 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-23,Date , 2018-10-23 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HNX43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.0160000000 , 12:20:34 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.5000000000 , 15:48:58 , 400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7580000000 Volume weighted transaction price , 99.6720000000 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BM56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CE22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.8020000000 , 13:59:54 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US50065KAE29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US50066CAG42 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 98.9760000000 , 14:04:14 , 24000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 24000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 24000.000000 Median size of all orders or requests for quote , 24000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.1328000000 , 12:58:09 , 194000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US655664AN01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US718286CC97 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US756109AQ72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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, , , 100.1598000000 , 13:55:29 , 321000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 255 Median time elapsed (secs) between request and provision of any corresponding quotes , 255 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US855244AN97 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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, , , 96.1940000000 , 14:56:08 , 160000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US88579YAF88 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, , , 114.3100000000 , 14:11:46 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 62000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US90351DAA54 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.0050000000 , 14:03:50 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US912810FP85 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828T263 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828T917 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFC90 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 , 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 , 116000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN39427FV17 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBW74 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5880000000 , 14:36:14 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0498952679 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0647108264 Written description of financial instrument , Instrument Classification , DBVXFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0800825845 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 , 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.5500000000 , 15:04:55 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0880597603 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1073127901 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1078028864 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1197775692 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, , , 99.5000000000 , 14:36:37 , 600000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660122 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1317725726 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1402941790 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1426022536 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1505884723 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 , 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 , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 95.4500000000 , 09:59:28 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1522989869 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1525419617 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551709568 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1564405741 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-23,Date , 2018-10-23 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1587236545 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1628031582 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1723613581 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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, , , 100.2950000000 , 12:48:01 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 195 Median time elapsed (secs) between request and provision of any corresponding quotes , 195 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1811213435 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 99.9600000000 Volume weighted transaction price , 99.9700000000 Highest executed price , 99.9700000000 Lowest executed price , 99.9500000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 15000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 15000000.000000 Median size of all orders or requests for quote , 20000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1870373443 Written description of financial instrument , Instrument Classification , DAFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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, , , 99.4720000000 , 11:46:43 , 5000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1897489578 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102457 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 , 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 , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ3TV4YCWBY9 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, , , 97.7450000000 , 11:16:53 , 4000000.0000000000 , 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 , 1923 Median time elapsed (secs) between request and provision of any corresponding quotes , 1923 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4VR2ZDR920 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 , 717 Median time elapsed (secs) between request and provision of any corresponding quotes , 717 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7CSTBP2NB4 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, , , 38.5000000000 , 10:11:59 , 5000000.0000000000 , 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 , 2129 Median time elapsed (secs) between request and provision of any corresponding quotes , 2129 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7FPK9XHZR5 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 , 4287 Median time elapsed (secs) between request and provision of any corresponding quotes , 4287 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZBFHFQW9S92 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, , , 75.1000000000 , 09:37:26 , 3000000.0000000000 , 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 , 1350 Median time elapsed (secs) between request and provision of any corresponding quotes , 1350 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZVBRXSPV7T9 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, , , 57.0000000000 , 11:23:41 , 7000000.0000000000 , 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 , 2373 Median time elapsed (secs) between request and provision of any corresponding quotes , 2373 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013367638 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 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 , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051161DC4 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300331A99 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747731J72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-24 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 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 , 65000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBP28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 94.2660000000 , 13:10:43 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US060505EN03 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, , , 100.3250000000 , 12:34:08 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 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 , 940000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 107.0000000000 , 16:36:22 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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, , , 99.7453000000 , 12:12:21 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US125509BS73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 101.5000000000 , 13:37:34 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US166764BG48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 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 , 62500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JK88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEA40 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US205887CA82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154BN89 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, , , 99.8380000000 , 09:33:36 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAG59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAH66 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.9320000000 , 12:15:20 , 95000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 95000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 95000.000000 Median size of all orders or requests for quote , 80000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HRV41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US50066CAL37 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAB92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AQ75 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAS81 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 4798 Median time elapsed (secs) between request and provision of any corresponding quotes , 4798 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74432QBZ72 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, , , 99.3150000000 , 16:16:46 , 400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 159 Median time elapsed (secs) between request and provision of any corresponding quotes , 159 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BJ90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80386WAB19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US88579YAF88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TDW27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 106.3680000000 , 13:46:14 , 1100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 106.3046666667 Volume weighted transaction price , 106.3680000000 Highest executed price , 106.4050000000 Lowest executed price , 106.1410000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 1100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1100000.000000 Median size of all orders or requests for quote , 31000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EK56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG06905AD83 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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, , , 108.2500000000 , 09:50:54 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBT46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.6090000000 , 12:14:02 , 150000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.6230000000 , 16:04:24 , 150000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.1606666667 Volume weighted transaction price , 99.9776666667 Highest executed price , 100.2500000000 Lowest executed price , 98.6090000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 3 Total value of transactions executed , 1800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AC42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 60000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BP05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 7325000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1084024584 Written description of financial instrument , Instrument Classification , DAFXFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1090178259 Written description of financial instrument , Instrument Classification , DBFXFB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1165659514 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1186131717 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660635 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1317710884 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1489814340 Written description of financial instrument , Instrument Classification , DTFUPB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1508588875 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1515240015 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551709568 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 , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555315768 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1572895198 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1573134951 Written description of financial instrument , Instrument Classification , DTFXBR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589358644 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 94.3720000000 , 12:47:55 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1628031582 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1795263281 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 , 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 , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1883878883 Written description of financial instrument , Instrument Classification , DBFNFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1897489578 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256113 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 , 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 , 60000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256907 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 , 315000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102457 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 , 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 , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ346N5F6908 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, , , 46.0000000000 , 14:37:54 , 5000000.0000000000 , 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 , 885 Median time elapsed (secs) between request and provision of any corresponding quotes , 885 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4M1VVZXTZ7 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, , , 23.0000000000 , 14:05:29 , 2000000.0000000000 , 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 , 3813 Median time elapsed (secs) between request and provision of any corresponding quotes , 3813 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011317783 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 , 59.7200000000 Volume weighted transaction price , 21.0502076125 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 , 57800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 28900000.000000 Median size of all orders or requests for quote , 28900000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023701GB7 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747561J51 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , -0.1985000000 Volume weighted transaction price , -0.1984782609 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 , 23000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 11500000000.000000 Median size of all orders or requests for quote , 11500000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , CMS Quanto , Written description of financial instrument , Term = 22/11/2021, Currency = JPY, Price Multiplier = 1.0000000000, Price Notation = PER_UNIT_PRICE, Quantity Notation = NOMINAL, Delivery Type = CASH Instrument Classification , Currency , **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 0.0000000000 Volume weighted transaction price , 0.0000000000 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 , 104230000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 52115000.000000 Median size of all orders or requests for quote , 100000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1956 Median time elapsed (secs) between request and provision of any corresponding quotes , 1956 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 46000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCP41 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BM10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 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 , 28000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US039483BB75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578DAX03 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, , , 93.1000000000 , 12:21:35 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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, , , 98.9130000000 , 15:23:00 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HZ75 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225433AK71 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 , 220 Median time elapsed (secs) between request and provision of any corresponding quotes , 220 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAP40 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US285512AC38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154BY45 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAL45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-25,Date , 2018-10-25 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,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 , 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US455780CE46 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAD98 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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 , 1627 Median time elapsed (secs) between request and provision of any corresponding quotes , 1627 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAM71 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AQ75 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 629500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US677050AM81 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 62000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74977SDE90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BJ90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US83368TAM09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254BL33 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, , , 101.4257000000 , 13:57:36 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 460000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAN02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAE20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US892331AC30 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.8750000000 , 09:32:42 , 5000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285B27 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285D82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , USG1315RAC54 Written description of financial instrument , Instrument Classification , DTFUQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BP05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 5800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , USY3R559AM48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0902330769 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0989359756 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0995102778 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1035007530 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1078355986 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1165659514 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1186131717 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1472663670 Written description of financial instrument , Instrument Classification , DTFXFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485531492 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485748393 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1532765879 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1548539441 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 900000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1729876059 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1733877762 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1788584321 Written description of financial instrument , Instrument Classification , DGVUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1799523276 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 925000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1843450567 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 , 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1843455103 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856041287 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 , 100.1660000000 Volume weighted transaction price , 100.1660000000 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 , 3500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 3500000.000000 Median size of all orders or requests for quote , 4250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-25,Date , 2018-10-25 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1901183043,Financial Instrument , Bonds Other , XS1901183043 Written description of financial instrument , ,Written description of financial instrument , Instrument Classification , DBFCFR,Instrument Classification , DYFXXR Currency , EUR,Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 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 , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZSWM01BS548 Written description of financial instrument , Instrument Classification , SCUCCA Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 6509 Median time elapsed (secs) between request and provision of any corresponding quotes , 6509 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013221652 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, , , 100.2830000000 , 11:53:41 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013241379 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201461D98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 107.6314000000 Volume weighted transaction price , 101.8854190981 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 , 3016000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1508000.000000 Median size of all orders or requests for quote , 17000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747921JA2 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 , 100.0819333333 Volume weighted transaction price , 100.0797500000 Highest executed price , 100.0860000000 Lowest executed price , 100.0738000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 48800000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 12300000000.000000 Median size of all orders or requests for quote , 12300000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 135 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP525022DEB8 Written description of financial instrument , Instrument Classification , DBVUFB 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, , , 99.5190000000 , 11:52:56 , 5000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00817YAQ17 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCJ80 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAN58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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, , , 104.6250000000 , 16:36:33 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 101.9625000000 Volume weighted transaction price , 103.7375000000 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 , 1200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HD63 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEG10 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 2125000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22532MAL63 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US40428HPV86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.1200000000 , 10:34:18 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HMN79 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CD49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.3470000000 , 12:26:44 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAF07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AL88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US686330AK78 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74977SDE90 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 , 375000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BP60 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, , , 98.3980000000 , 15:09:41 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAD66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810QA97 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746RW34 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, , , 92.5920000000 , 14:01:00 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SH57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFC90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAK64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 105.1290000000 , 15:14:43 , 1750000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAL48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 102.1250000000 , 13:16:54 , 900000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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, , , 102.4370000000 , 13:51:29 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , 101.8600000000 , 15:47:09 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.1485000000 Volume weighted transaction price , 102.1485000000 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1110500.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4706DJP62 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2912LAF05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478AT30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.7830000000 , 12:04:17 , 75000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BP09 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BJ45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 95.9460000000 , 10:49:47 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BM73 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, , , 100.6820000000 , 13:56:01 , 440000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 106.4200000000 , 12:39:48 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0989359756 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, , , 100.0777000000 , 09:57:21 , 7100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1118197778 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1136227094 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1139316555 Written description of financial instrument , Instrument Classification , DTVGFN Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1197775692 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660635 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1291333760 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1377745937 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1489814340 Written description of financial instrument , Instrument Classification , DTFUPB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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, , , 92.0000000000 , 10:14:20 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1729876059 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1781346801 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1799061558 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, , , 96.7500000000 , 12:42:49 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1878190757 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, , , 100.1400000000 , 11:43:32 , 3000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A14KJE8 Written description of financial instrument , Instrument Classification , DTVUGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000CB83CE3 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 , 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 , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ21TFFM0G53 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 , 1455 Median time elapsed (secs) between request and provision of any corresponding quotes , 1455 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2HNJ7N1HM7 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, , , 79.5000000000 , 14:48:42 , 5000000.0000000000 , 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 , 7606 Median time elapsed (secs) between request and provision of any corresponding quotes , 7606 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ47N9KJTSP7 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 , 32.2500000000 Volume weighted transaction price , 32.2500000000 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 , 20000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10000000.000000 Median size of all orders or requests for quote , 10000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 700 Median time elapsed (secs) between request and provision of any corresponding quotes , 700 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5FPQ67G4X1 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, 32.0000000000 , 3000000.0000000000 , , , , 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 , 10129 Median time elapsed (secs) between request and provision of any corresponding quotes , 10129 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8TMTZGJS05 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0012018851 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013344215 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, , , 100.8400000000 , 10:10:06 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023931JA6 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, , , 100.4470000000 , 09:37:48 , 100000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747741J88 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, , , 100.0011000000 , 17:22:04 , 151000000.0000000000 , 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 , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US00084DAS99 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037389AW39 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 229 Median time elapsed (secs) between request and provision of any corresponding quotes , 229 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 4000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 , 107500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 125000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023AD79 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 , 122 Median time elapsed (secs) between request and provision of any corresponding quotes , 122 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US166764AY62 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 466 Median time elapsed (secs) between request and provision of any corresponding quotes , 466 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QDZ00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEA40 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 , 37500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US23331ABL26 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 , 44000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US247361ZJ00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBS45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAV54 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAH96 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.1250000000 , 16:25:35 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAB92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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, , , 105.2310000000 , 11:39:56 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 105.2310000000 Volume weighted transaction price , 105.2310000000 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAM71 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AS32 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XAP06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBN49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BJ90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80105NAG07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBE93 Written description of financial instrument , Instrument Classification , DBVXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US88579YAF88 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TEL52 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 , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284N73 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284Z04 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 215 Median time elapsed (secs) between request and provision of any corresponding quotes , 215 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCV22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SH57 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 , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFC90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG253HFAP19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4706DJP62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AC42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4836TBF76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0856023147 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0996734868 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1233734562 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 , , Electronic , 11:30, , , 103.8900000000 , 12:13:28 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1291333760 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520897163 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 , 100.4800000000 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 , 3750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1564394796 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1619312173 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1628031582 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1650045583 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1782508508 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, , , 104.6300000000 , 10:22:10 , 1600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1808737594 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 , 98.9350000000 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 , 200000.000000 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887479902 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893621026 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1898256257 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, , , 99.2580000000 , 10:38:18 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.2915000000 Volume weighted transaction price , 99.3228387097 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 , 3100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1550000.000000 Median size of all orders or requests for quote , 1550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1901183043 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6301509012 Written description of financial instrument , Instrument Classification , DTVNXR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000CB83CF0 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 , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5V26WY0833 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, , , 33.0500000000 , 15:56:54 , 5000000.0000000000 , 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 , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ6NR0DB4371 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, , , 38.0000000000 , 15:58:35 , 5000000.0000000000 , 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 , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8CVY62VGW9 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, , , 37.7500000000 , 14:43:32 , 6000000.0000000000 , 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 , 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 , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZB1KYTD80S0 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, , , 43.0000000000 , 14:55:43 , 5000000.0000000000 , 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 , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZVV1TB2WP61 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, , , 43.7500000000 , 10:42:05 , 6000000.0000000000 , 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 , 1916 Median time elapsed (secs) between request and provision of any corresponding quotes , 1916 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011585215 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, , , 111.3300000000 , 09:35:18 , 7500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 7500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 7500000.000000 Median size of all orders or requests for quote , 4250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0012018851 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, , , 104.6280000000 , 15:27:25 , 800000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 100400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367612 Written description of financial instrument , Instrument Classification , DBVXPB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , IT0005199267 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, , , 92.6500000000 , 14:52:37 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201591GC4 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 , 94 Median time elapsed (secs) between request and provision of any corresponding quotes , 94 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747331J19 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, , , 100.0721000000 , 13:43:09 , 1000000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747461J37 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747691J70 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 , 174 Median time elapsed (secs) between request and provision of any corresponding quotes , 174 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747821J99 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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, , , 97.8410000000 , 14:55:20 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5360000000 , 15:04:54 , 5000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 29000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 116 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DH71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.0450000000 , 17:03:12 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QDL95 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAA13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAE29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAD02 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US161175AY09 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HV61 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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, , , 94.0220000000 , 19:40:07 , 62000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 62000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 62000.000000 Median size of all orders or requests for quote , 64000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 259 Median time elapsed (secs) between request and provision of any corresponding quotes , 259 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LW98 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, , , 96.6800000000 , 18:07:42 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 164 Median time elapsed (secs) between request and provision of any corresponding quotes , 164 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JY48 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 210000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22532MAL63 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, , , 99.8400000000 , 15:51:23 , 5400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22546QAC15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBW56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US40428HPV86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.1640000000 , 16:28:42 , 3000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US459506AJ06 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, , , 100.0190000000 , 16:39:51 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0170000000 Volume weighted transaction price , 100.0170000000 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HHS22 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, , , 101.8140000000 , 19:40:07 , 73000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 14000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HRS12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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, , , 101.1400000000 , 13:19:51 , 35000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US48124BAC90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AM10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AT62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 98.9260000000 , 19:40:50 , 82000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 82000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 82000.000000 Median size of all orders or requests for quote , 82000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 101.0660000000 , 20:00:52 , 5000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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, , , 100.0800000000 , 13:59:54 , 60000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAD44 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 424 Median time elapsed (secs) between request and provision of any corresponding quotes , 424 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254AN08 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 , 672 Median time elapsed (secs) between request and provision of any corresponding quotes , 672 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAH70 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, , , 87.9600000000 , 09:34:17 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US882508AZ72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 760000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285K26 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 , 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 291 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 106.3790000000 , 20:00:52 , 48000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 48000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 48000.000000 Median size of all orders or requests for quote , 61500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFC90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.4580000000 , 11:22:17 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAB15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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, , , 100.8570000000 , 12:14:14 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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, , , 108.2500000000 , 09:45:31 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU07264AF85 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, , , 98.2200000000 , 16:24:37 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY0889VAA80 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY3815NBA82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0858089740 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, , , 102.6000000000 , 09:37:06 , 5366000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.6025000000 Volume weighted transaction price , 102.6017929716 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 , 8366000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4183000.000000 Median size of all orders or requests for quote , 1506183000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0934191114 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, , , 101.0550000000 , 10:29:22 , 2610000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1221677120 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1226268735 Written description of financial instrument , Instrument Classification , DBFXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485748393 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1489814340 Written description of financial instrument , Instrument Classification , DTFUPB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520897163 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, , , 100.4800000000 , 14:15:50 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551709568 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 156 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1685476092 Written description of financial instrument , Instrument Classification , DTFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.0530000000 , 13:57:44 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1720540217 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1721051495 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 91.6540000000 , 10:19:56 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874127902 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, , , 99.1400000000 , 15:22:52 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887498282 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893632221 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE000A19HCX8 Written description of financial instrument , Instrument Classification , DBFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, 98.9500000000 , 800000.0000000000 , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000CB83CF0 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 , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ055KCR5514 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, , , 83.5000000000 , 12:11:55 , 4500000.0000000000 , 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 , 1397 Median time elapsed (secs) between request and provision of any corresponding quotes , 1397 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1MT8SLTB45 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, , , 98.4300000000 , 15:27:57 , 6000000.0000000000 , 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 , 2518 Median time elapsed (secs) between request and provision of any corresponding quotes , 2518 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2KLQPFRCV6 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, , , 46.0000000000 , 15:20:07 , 6202240.0000000000 , 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 , 2049 Median time elapsed (secs) between request and provision of any corresponding quotes , 2049 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ6JBST8H5Z5 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, , , 56.5000000000 , 10:26:40 , 1500000.0000000000 , 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 , 1099 Median time elapsed (secs) between request and provision of any corresponding quotes , 1099 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8FXPB4JMX8 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 , 2386 Median time elapsed (secs) between request and provision of any corresponding quotes , 2386 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZBX2FZJKK55 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, , , 50.0000000000 , 15:11:17 , 2708920.0000000000 , 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 , 1520 Median time elapsed (secs) between request and provision of any corresponding quotes , 1520 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZJ4RZQYMGW0 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, , , 48.0000000000 , 15:22:39 , 218400.0000000000 , 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 , 2202 Median time elapsed (secs) between request and provision of any corresponding quotes , 2202 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZP0KL75RHD0 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 , 1101 Median time elapsed (secs) between request and provision of any corresponding quotes , 1101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZVZFZZ5G0F3 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 , 2571 Median time elapsed (secs) between request and provision of any corresponding quotes , 2571 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0012018851 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023701GB7 Written description of financial instrument , Instrument Classification , DBFTFM 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023821HB1 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051191E77 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051201E91 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 76375000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051321H69 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11030419A9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11030519C2 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103421G35 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103511J74 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200721494 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200841615 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201041884 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, , , 118.9290000000 , 15:36:27 , 400000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201081914 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 , 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 , 159550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201201A88 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, , , 115.7270000000 , 15:44:50 , 77450000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201571G68 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP13003119A4 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, , , 128.9730000000 , 15:44:42 , 64200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 64200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 64200000.000000 Median size of all orders or requests for quote , 132100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300361C33 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747691J70 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 , -0.3345000000 Volume weighted transaction price , -0.3329552239 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 , 13400000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 6700000000.000000 Median size of all orders or requests for quote , 6700000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 100.1002000000 Volume weighted transaction price , 100.1002000000 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 , 27400000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 13700000000.000000 Median size of all orders or requests for quote , 13700000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.4710000000 , 14:46:09 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , 98.4900000000 , 16:24:47 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.4826666667 Volume weighted transaction price , 98.4889469027 Highest executed price , 98.4900000000 Lowest executed price , 98.4710000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 3 Total value of transactions executed , 565000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 82500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 98.6830000000 , 15:34:43 , 40000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 99.1540000000 , 16:09:32 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BF69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DH71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.5410000000 , 13:43:52 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 4 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.2290000000 , 11:35:54 , 76000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 76000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 76000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAA13 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 , 214 Median time elapsed (secs) between request and provision of any corresponding quotes , 214 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023BW42 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US151020AV67 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 97.6450000000 , 18:12:13 , 40000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 5020000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967JM45 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, , , 99.0000000000 , 18:04:15 , 134000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 , 715000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 255 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22532MAL63 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, , , 99.8400000000 , 10:00:30 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , 99.8300000000 , 13:15:50 , 3000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8350000000 Volume weighted transaction price , 99.8350000000 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 , 6000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 3000000.000000 Median size of all orders or requests for quote , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 97.8700000000 , 09:47:36 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US25245BAB36 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, , , 98.2000000000 , 14:12:54 , 2500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2500000.000000 Median size of all orders or requests for quote , 2500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US26875PAK75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.7990000000 , 14:53:39 , 44000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US337932AF44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US33938EAS63 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XQ11 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.6050000000 , 15:00:49 , 1200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XU23 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XW88 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 , 713 Median time elapsed (secs) between request and provision of any corresponding quotes , 713 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBQ88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 101.1430000000 , 10:33:47 , 10000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BG30 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 , 850000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HHS22 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 , 326 Median time elapsed (secs) between request and provision of any corresponding quotes , 326 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.8030000000 , 15:14:22 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , 98.7830000000 , 15:36:10 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.7930000000 Volume weighted transaction price , 98.8011818182 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 , 550000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 275000.000000 Median size of all orders or requests for quote , 275000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-10-31,Date , 2018-10-31 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAH96 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.0190000000 , 14:05:18 , 508000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 508000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 508000.000000 Median size of all orders or requests for quote , 508000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US501044DH11 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AM10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAC75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.1360000000 , 17:07:07 , 405000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 27000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 97.4630000000 , 15:55:54 , 17000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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, , , 99.9800000000 , 13:12:57 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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, , , 100.2560000000 , 13:50:21 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAH27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US63861VAC19 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 , 197 Median time elapsed (secs) between request and provision of any corresponding quotes , 197 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 33500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 102.9290000000 , 11:01:11 , 50000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1762500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80281LAA35 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 382 Median time elapsed (secs) between request and provision of any corresponding quotes , 382 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80281LAC90 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 134 Median time elapsed (secs) between request and provision of any corresponding quotes , 134 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 221 Median time elapsed (secs) between request and provision of any corresponding quotes , 221 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BD31 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAE20 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 92.9218750000 , 15:25:30 , 3000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 196 Median time elapsed (secs) between request and provision of any corresponding quotes , 196 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285C00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285K26 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 , 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 211 Median time elapsed (secs) between request and provision of any corresponding quotes , 213 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828H524 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, , , 98.1328125000 , 14:31:46 , 10300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828M987 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828RC60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828TR12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828XH83 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 , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 106.2120000000 , 15:28:07 , 19000.0000000000 , RFQ , , Electronic , 15:30, , , 106.2200000000 , 19:59:10 , 34000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 106.2160000000 Volume weighted transaction price , 106.2171320755 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 , 53000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 26500.000000 Median size of all orders or requests for quote , 26500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EK56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SH57 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, , , 91.6480000000 , 13:04:33 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFC90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US963320AR76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.3310000000 , 13:24:20 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TM29 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.9000000000 , 12:23:13 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAK64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 104.6930000000 , 14:13:05 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG76237AA70 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, , , 98.0940000000 , 12:27:39 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAB15 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, , , 96.9210000000 , 10:07:37 , 503000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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, , , 99.6840000000 , 15:14:43 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU24652AD82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0858089740 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, , , 102.5950000000 , 13:52:01 , 1100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.5950000000 Volume weighted transaction price , 102.5950000000 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 , 3534000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1767000.000000 Median size of all orders or requests for quote , 1767000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1001749107 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1025752293 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, , , 104.8150000000 , 09:58:36 , 25000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1078028864 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1195574881 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1288326967 Written description of financial instrument , Instrument Classification , DTFXFR 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1375841233 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778263 Written description of financial instrument , Instrument Classification , DAFUFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 211 Median time elapsed (secs) between request and provision of any corresponding quotes , 211 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1631415582 Written description of financial instrument , Instrument Classification , DAFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 86.1910000000 , 15:23:09 , 350000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 350000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 350000.000000 Median size of all orders or requests for quote , 275000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.4500000000 , 12:51:09 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1805377246 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, , , 99.8560000000 , 13:18:57 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1843455103 Written description of financial instrument , Instrument Classification , DAVXFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.5500000000 , 16:02:13 , 2700000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0251239 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 , 99.8600000000 Volume weighted transaction price , 99.8600000000 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZCQLJ0KRPT0 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 , 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 , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZYFFBRVRDR6 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011485051 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, , , 101.5000000000 , 09:57:12 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 452 Median time elapsed (secs) between request and provision of any corresponding quotes , 452 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , FR0013378460 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023701GB7 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023821HB1 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11030519C2 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 , 244 Median time elapsed (secs) between request and provision of any corresponding quotes , 244 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103411FC6 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747781J89 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 , 150 Median time elapsed (secs) between request and provision of any corresponding quotes , 150 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747921JA2 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP525021BE77 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.9440000000 , 13:51:49 , 12000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 10500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DH71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.3130000000 , 14:17:26 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 97.9230000000 , 17:21:44 , 800000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 425000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.1980000000 , 12:53:23 , 25000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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, , , 98.0280000000 , 14:57:35 , 68000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833DG20 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 , 784 Median time elapsed (secs) between request and provision of any corresponding quotes , 784 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 16825000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 16825000.000000 Median size of all orders or requests for quote , 16825000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 96.7500000000 , 09:57:43 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 84 Median time elapsed (secs) between request and provision of any corresponding quotes , 84 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06675GAC96 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAE59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAN58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 434 Median time elapsed (secs) between request and provision of any corresponding quotes , 434 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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, , , 99.2950000000 , 11:19:20 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, 107.2450000000 , 250000.0000000000 , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 760000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023BG91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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, , , 93.8700000000 , 17:32:46 , 12000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 93.8700000000 Volume weighted transaction price , 93.8700000000 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 , 102000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 51000.000000 Median size of all orders or requests for quote , 51000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US205887CA82 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, , , 100.3300000000 , 14:20:52 , 6000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 181 Median time elapsed (secs) between request and provision of any corresponding quotes , 181 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAQ23 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, , , 94.9050000000 , 11:38:02 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US30231GAG73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US337932AF44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US40573LAN64 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJW16 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 102.0000000000 , 14:56:13 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HRV41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 91.7800000000 , 13:26:54 , 59000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 98.9920000000 , 12:27:21 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 103000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 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 , 32500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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, , , 100.0150000000 , 13:08:01 , 60000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBJ37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US714264AD02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74432QBZ72 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, , , 99.3630000000 , 13:50:41 , 8000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 314 Median time elapsed (secs) between request and provision of any corresponding quotes , 314 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780153AG79 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US87938WAV54 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VDU52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 799 Median time elapsed (secs) between request and provision of any corresponding quotes , 799 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EK56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 80000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0282506657 Written description of financial instrument , Instrument Classification , DBFCFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0304458051 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, , , 117.5050000000 , 10:40:31 , 800000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0307424274 Written description of financial instrument , Instrument Classification , DTFCFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1001749289 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1049699926 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1072796870 Written description of financial instrument , Instrument Classification , DTVXGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 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 , 3500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1197775692 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1245290181 Written description of financial instrument , Instrument Classification , DBVXGR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1323910254 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 , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1405769487 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1409362784 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, , , 98.5400000000 , 11:18:15 , 2500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1484844656 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 , 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 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, , , 94.7950000000 , 15:39:51 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1628031582 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1717759499 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1788515861 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1837976460 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874127902 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887479902 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, , , 100.0600000000 , 11:34:50 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1891577030 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, , , 94.9240000000 , 10:09:42 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1897489578 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1901860160 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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, , , 99.7960000000 , 11:41:58 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , 99.8040000000 , 13:46:39 , 600000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8206666667 Volume weighted transaction price , 99.8140000000 Highest executed price , 99.8620000000 Lowest executed price , 99.7960000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 3 Total value of transactions executed , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 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 , 5 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1903485800 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 , 2018-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1904648570 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256915 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 , 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 , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102457 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 , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ173MP6TPW9 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 , 1979 Median time elapsed (secs) between request and provision of any corresponding quotes , 1979 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1JCNRGT5D4 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 , 2356 Median time elapsed (secs) between request and provision of any corresponding quotes , 2356 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ3ZPBX7K5L2 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 , 2697 Median time elapsed (secs) between request and provision of any corresponding quotes , 2697 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-02 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, , , , , , 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 , 2988 Median time elapsed (secs) between request and provision of any corresponding quotes , 2988 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013231743 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, , , 100.5510000000 , 15:13:27 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367612 Written description of financial instrument , Instrument Classification , DBVXPB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013378460 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 , 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 , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747931JB9 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 , 66.6135000000 Volume weighted transaction price , 77.9342510093 Highest executed price , 100.0810000000 Lowest executed price , -0.3200000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 6 Total value of transactions executed , 226673450000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 17500000000.000000 Median size of all orders or requests for quote , 17500000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP503604AE21 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, , , 100.1150000000 , 10:55:46 , 300000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , FX Chooser TARNs , Written description of financial instrument , Term = 06/11/2037, Currency = JPY, Price Multiplier = 1.0000000000, Price Notation = PER_UNIT_PRICE, Quantity Notation = NOMINAL, Delivery Type = CASH Instrument Classification , Currency , **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , -0.0600000000 Volume weighted transaction price , -0.1200283207 Highest executed price , 0.0000000000 Lowest executed price , -0.1200000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 6 Total value of transactions executed , 299929215.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 49988202.500000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1560 Median time elapsed (secs) between request and provision of any corresponding quotes , 1560 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 14500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AN64 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.3920000000 , 19:27:56 , 7000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.2320000000 , 14:07:42 , 2428000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2428000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 2428000.000000 Median size of all orders or requests for quote , 2428000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 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 , 26000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06739FJK84 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, , , 100.0100000000 , 11:17:14 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 97 Median time elapsed (secs) between request and provision of any corresponding quotes , 97 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US10373QAD25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US134429AY59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.0440000000 , 11:17:31 , 65000.0000000000 , RFQ , , Electronic , 11:30, , , 100.0590000000 , 12:18:21 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , 100.0150000000 , 14:00:06 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , 100.0150000000 , 15:33:41 , 80000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0245714286 Volume weighted transaction price , 100.0042716628 Highest executed price , 100.0590000000 Lowest executed price , 100.0000000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 7 Number of transactions executed , 7 Total value of transactions executed , 2135000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29250NAF24 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 584 Median time elapsed (secs) between request and provision of any corresponding quotes , 584 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370BR09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US36158FAA84 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US40428HPV86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HHS22 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, , , 101.7800000000 , 11:59:40 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US501044CZ28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.2070000000 , 16:36:30 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 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 , 2018-11-02 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, , , 97.4450000000 , 10:58:57 , 70000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AX27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAH57 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, , , 96.9980000000 , 14:17:47 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 84 Median time elapsed (secs) between request and provision of any corresponding quotes , 84 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAJ77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BS00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAE92 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TDR32 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, , , 95.1860000000 , 14:09:48 , 32000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EG45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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, , , 93.5300000000 , 15:50:40 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214DT74 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, 99.7900000000 , 100000.0000000000 , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AL55 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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, , , , , , RFQ , , Electronic , 11:30, , , 97.7000000000 , 12:57:59 , 10000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USM8222MAG70 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 135000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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, , , 100.8060000000 , 11:14:13 , 150000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BM73 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY49140AA76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , , XS0257403278 Written description of financial instrument , Instrument Classification , DNFTFR 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0856023147 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0858089740 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1197775692 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1205644047 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1288326967 Written description of financial instrument , Instrument Classification , DTFXFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1369278251 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1385395121 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1402941790 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, , , 101.1280000000 , 14:58:26 , 390000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1485603747 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1489814340 Written description of financial instrument , Instrument Classification , DTFUPB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1512978112 Written description of financial instrument , Instrument Classification , DYFXXR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520907814 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, , , 100.2000000000 , 10:44:09 , 4000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1590503279 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1614722806 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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, , , 100.3110000000 , 12:23:08 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1G923S9XT0 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, , , 45.0000000000 , 16:44:08 , 4500000.0000000000 , 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 , 271 Median time elapsed (secs) between request and provision of any corresponding quotes , 271 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ48NCFC4TK4 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, , , 47.0000000000 , 10:31:33 , 2000000.0000000000 , 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 , 570 Median time elapsed (secs) between request and provision of any corresponding quotes , 570 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011182641 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011625441 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013251329 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, , , 98.2500000000 , 11:10:47 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367612 Written description of financial instrument , Instrument Classification , DBVXPB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013378445 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023701GB7 Written description of financial instrument , Instrument Classification , DBFTFM 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP557804AE17 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, , , 100.1250000000 , 11:07:01 , 1000000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.4520000000 , 15:51:00 , 560000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.4845000000 Volume weighted transaction price , 98.4603021807 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 , 642000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 321000.000000 Median size of all orders or requests for quote , 82000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RDA77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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, 96.7030000000 , 1000000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 26000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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, , , 96.6060000000 , 15:19:30 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.4360000000 , 14:23:53 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.4395000000 Volume weighted transaction price , 95.4389302326 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 , 43000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 21500.000000 Median size of all orders or requests for quote , 25000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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, , , 97.9580000000 , 14:55:44 , 40000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 61500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833BZ29 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 113 Median time elapsed (secs) between request and provision of any corresponding quotes , 113 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.7010000000 , 17:14:25 , 70000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAS46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.8510000000 , 13:27:46 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US12634GAA13 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US134429AY59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-05 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-05,Date , 2018-11-05 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,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, , , 97.6380000000 , 13:05:18 , 23000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.5830000000 , 18:58:39 , 82000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 97.6105000000 Volume weighted transaction price , 97.5950476190 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 , 105000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 52500.000000 Median size of all orders or requests for quote , 52500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JK88 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, , , 101.7500000000 , 13:18:35 , 20000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCM11 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, , , 98.0720000000 , 17:20:12 , 230000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.0290000000 , 12:34:37 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0232500000 Volume weighted transaction price , 100.0244444444 Highest executed price , 100.0290000000 Lowest executed price , 100.0140000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 135000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 35000.000000 Median size of all orders or requests for quote , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.1090000000 , 16:22:01 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0975000000 Volume weighted transaction price , 100.1065357143 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 , 560000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 280000.000000 Median size of all orders or requests for quote , 60000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCX75 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAB76 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 93.2240000000 , 13:42:46 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 630000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 150 Median time elapsed (secs) between request and provision of any corresponding quotes , 150 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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, , , 97.7110000000 , 13:41:57 , 15000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US25243YAU38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.8920000000 , 12:21:06 , 75000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US33938EAS63 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370BR09 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, , , 104.6290000000 , 14:39:39 , 40000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 520000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397VU41 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, , , 103.5200000000 , 19:35:23 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US38141GWQ36 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, , , 94.7470000000 , 12:36:55 , 110000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US40428HPV86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US45580KAG31 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CJ19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 101.8750000000 , 14:34:50 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAF07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US59156RBQ02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 192 Median time elapsed (secs) between request and provision of any corresponding quotes , 192 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.8240000000 , 15:01:21 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.8315000000 Volume weighted transaction price , 100.8340000000 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 , 150000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 75000.000000 Median size of all orders or requests for quote , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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, , , 99.9510000000 , 13:12:03 , 20000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US6325C1CL16 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, , , 95.9700000000 , 09:42:18 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XAP06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.2860000000 , 15:22:48 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.0790000000 , 19:26:46 , 135000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 135000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 135000.000000 Median size of all orders or requests for quote , 135000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 198 Median time elapsed (secs) between request and provision of any corresponding quotes , 198 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.3320000000 , 13:49:16 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 4 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 123000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 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 , 550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 964 Median time elapsed (secs) between request and provision of any corresponding quotes , 964 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAE20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88579YBB65 Written description of financial instrument , Instrument Classification , DTFSGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 250 Median time elapsed (secs) between request and provision of any corresponding quotes , 250 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284N73 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285J52 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 106.0760000000 , 15:24:44 , 16000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EK56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.7090000000 , 15:18:23 , 17000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SH57 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, , , 91.5230000000 , 16:03:04 , 134000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 134000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 134000.000000 Median size of all orders or requests for quote , 292000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94988J5R41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US983919AJ06 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG2176WAA48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8200TAA81 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 , 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 , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8450LAF16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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, , , 96.2250000000 , 13:07:52 , 360000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AC20 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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, , , 101.5140000000 , 15:22:15 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 80000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0213972614 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0525912449 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0989359756 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, , , 100.2900000000 , 16:44:32 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1140857316 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1190974011 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520897163 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520899532 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 850000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 850000.000000 Median size of all orders or requests for quote , 50425000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.3180000000 , 11:28:54 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , 99.3180000000 , 12:15:44 , 5196000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.3180000000 Volume weighted transaction price , 99.3180000000 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 , 8196000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4098000.000000 Median size of all orders or requests for quote , 4098000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 97.1000000000 Volume weighted transaction price , 97.1000000000 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 , 1290000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 645000.000000 Median size of all orders or requests for quote , 645000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1757394322 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1778824885 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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, , , 97.3640000000 , 14:21:31 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873219304 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 , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1875275205 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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, , , 99.9460000000 , 09:39:58 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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, , , 100.2130000000 , 12:06:55 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7BK2TM3NS9 Written description of financial instrument , Instrument Classification , SCUCCA Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 81.0000000000 , 11:23:18 , 9120000.0000000000 , 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 , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ9RYX8QZXP0 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, , , 76.1400000000 , 11:25:27 , 8000000.0000000000 , 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 , 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 , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZQCY08YMYM5 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 , 864 Median time elapsed (secs) between request and provision of any corresponding quotes , 864 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011485051 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, , , 101.5500000000 , 16:23:16 , 42000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013181989 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013365855 Written description of financial instrument , Instrument Classification , DTFOFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200721494 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200941746 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300331A99 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747281HC1 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00135TAA25 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 , 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 , 380000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WBM29 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, , , 98.5220000000 , 09:41:54 , 443000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCC38 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , 97.9680000000 , 12:42:59 , 116000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 116000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 116000.000000 Median size of all orders or requests for quote , 158000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 17 Median time elapsed (secs) between acceptance and execution , 17 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 , 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CJ77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 162 Median time elapsed (secs) between request and provision of any corresponding quotes , 162 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBP28 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, , , 102.1870000000 , 13:52:43 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LTX63 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHC69 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAN58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , 99.1700000000 , 10:23:03 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.1700000000 , 14:19:44 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.1700000000 Volume weighted transaction price , 99.1700000000 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 70500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 96.0350000000 , 11:11:06 , 215000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , 97.5300000000 , 17:58:49 , 44000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 44000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 44000.000000 Median size of all orders or requests for quote , 522000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JK88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JZ13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , 97.9200000000 , 12:31:45 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAF80 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US24422ETG43 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US26441CAX39 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, , , 91.9440000000 , 18:05:54 , 6000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , 100.4080000000 , 09:55:13 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CQ17 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397VU41 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, , , 103.6050000000 , 15:03:06 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XZ10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAG59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.9420000000 , 15:01:31 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBS45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.7110000000 , 12:55:48 , 2000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US38141GWQ36 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 , 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 , 53000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BA69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.4890000000 , 14:06:18 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 278 Median time elapsed (secs) between request and provision of any corresponding quotes , 278 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BS77 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.5200000000 , 15:58:02 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAH91 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AR07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAB92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAM71 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, , , 101.1400000000 , 14:30:23 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAR62 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 247500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAD44 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, , , 100.1090000000 , 09:47:46 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.0570000000 , 19:09:28 , 69000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-06 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, , , 91.1930000000 , 14:34:45 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80281LAF22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.6080000000 , 15:59:01 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.6440000000 Volume weighted transaction price , 96.6320000000 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 , 750000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 375000.000000 Median size of all orders or requests for quote , 375000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 700000.000000 Median size of all orders or requests for quote , 850000.000000 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US865622AW48 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, 98.0000000000 , 420000.0000000000 , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US865622BR44 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US865622CK81 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAT71 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , 96.1220000000 , 09:34:55 , 160000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285B27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285K26 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 , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828P469 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828VZ00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 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 , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US913017BV07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.9250000000 , 15:28:28 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-06,Date , 2018-11-06 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SH57 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, , , 91.5520000000 , 15:13:00 , 3000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3000.000000 Median size of all orders or requests for quote , 3500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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, , , 93.6430000000 , 16:12:50 , 430000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-06,Date , 2018-11-06 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US963320AR76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.1540000000 , 14:17:38 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TN02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8201NAG72 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AB73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2345000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH7220NAE07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ04306AC05 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, , , 98.6110000000 , 09:35:22 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ54675AB95 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCX49 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 20000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273AAM72 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, , , 98.3210000000 , 16:15:03 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY3815NBA82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0458257796 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, , , 113.8750000000 , 14:10:42 , 7000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0627188468 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0803109270 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, , , 99.6400000000 , 09:49:34 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1078028864 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1375956569 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, , , 103.9200000000 , 10:25:15 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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, , , 97.7500000000 , 15:54:23 , 160000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-06,Date , 2018-11-06 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,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 , 2 Number of transactions executed , 1 Total value of transactions executed , 1500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1500000.000000 Median size of all orders or requests for quote , 1500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1577962084 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, , , 99.5800000000 , 10:36:21 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1586555945 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1671754650 Written description of financial instrument , Instrument Classification , DBVNCB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1678372472 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1715323298 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, , , 100.1570000000 , 10:10:33 , 6700000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1788513494 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-06,Date , 2018-11-06 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 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, , , 99.6500000000 , 11:04:27 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7000000000 Volume weighted transaction price , 99.6997234791 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 , 1989000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 994500.000000 Median size of all orders or requests for quote , 990000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823165631 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, , , 100.5500000000 , 13:19:00 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1840618059 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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, , , 100.2320000000 , 16:02:09 , 750000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.2346666667 Volume weighted transaction price , 100.2346153846 Highest executed price , 100.2400000000 Lowest executed price , 100.2320000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 8 Number of transactions executed , 6 Total value of transactions executed , 2600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 425000.000000 Median size of all orders or requests for quote , 325000.000000 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 , 11 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285450449 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A14KJE8 Written description of financial instrument , Instrument Classification , DTVUGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.4340000000 , 11:55:57 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ9M1L79B5B1 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 , 1698 Median time elapsed (secs) between request and provision of any corresponding quotes , 1698 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011182641 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011660596 Written description of financial instrument , Instrument Classification , DBFXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0012949923 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 , 105.2000000000 Volume weighted transaction price , 105.2000000000 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 , 2800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1400000.000000 Median size of all orders or requests for quote , 1400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201091939 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300431E60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747791J87 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00135TAA25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00817YAQ17 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1046 Median time elapsed (secs) between request and provision of any corresponding quotes , 1046 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CQ15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AM81 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 , 70000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LFY92 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAG08 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.8000000000 , 16:08:26 , 1100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US09062XAF06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 462000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 130 Median time elapsed (secs) between request and provision of any corresponding quotes , 130 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JZ57 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, , , 102.0000000000 , 14:00:01 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 102.0000000000 Volume weighted transaction price , 102.0000000000 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 , 30000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 15000.000000 Median size of all orders or requests for quote , 15000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 , 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 , 31000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 211500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAP40 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, , , 97.2000000000 , 11:03:35 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152RVS92 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397WF64 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AV16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.4100000000 , 09:37:45 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 1450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BQ12 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, , , 100.1680000000 , 10:14:14 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 100100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAW91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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, , , 91.2730000000 , 16:05:59 , 5300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US48126HAA86 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 102.1250000000 , 15:04:31 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAM71 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 98.8510000000 , 14:09:48 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 10000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 10000.000000 Median size of all orders or requests for quote , 19000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US585055AX47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.7960000000 , 18:37:15 , 31000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 31000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 31000.000000 Median size of all orders or requests for quote , 25500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAM07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.4230000000 , 12:33:48 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BG51 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 , 200 Median time elapsed (secs) between request and provision of any corresponding quotes , 200 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US79466LAF13 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 , 111 Median time elapsed (secs) between request and provision of any corresponding quotes , 111 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80281LAF22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 219 Median time elapsed (secs) between request and provision of any corresponding quotes , 219 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAT08 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBE93 Written description of financial instrument , Instrument Classification , DBVXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TEL52 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-07,Date , 2018-11-07 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US902674XF24 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, , , 98.1400000000 , 15:08:44 , 1000000.0000000000 , 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284V99 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828VS66 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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, , , 100.1720000000 , 14:06:11 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG76237AA70 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, , , 98.0180000000 , 13:24:38 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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, , , 101.0940000000 , 15:12:51 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 25000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0241594778 Written description of financial instrument , Instrument Classification , DBFCFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0361244667 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 130 Median time elapsed (secs) between request and provision of any corresponding quotes , 130 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0412842857 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0715437140 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, , , 105.4000000000 , 14:25:26 , 3000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0912992160 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0940711947 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 128 Median time elapsed (secs) between request and provision of any corresponding quotes , 128 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0951567030 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0996734868 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1001749107 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1111324700 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 , 110 Median time elapsed (secs) between request and provision of any corresponding quotes , 110 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1168003900 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1221677120 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1292468987 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1396285279 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 , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1402941790 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1483161631 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, , , 95.5300000000 , 12:19:04 , 10000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1484844656 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1586214956 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1605365193 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, , , 100.5040000000 , 14:58:55 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1616407869 Written description of financial instrument , Instrument Classification , DTZUCB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.0800000000 , 10:46:49 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1622621222 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.5190000000 , 09:59:32 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1709535097 Written description of financial instrument , Instrument Classification , DBFNAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1716616179 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, , , 92.1120000000 , 14:45:47 , 650000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1731105612 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1767931121 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-07,Date , 2018-11-07 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1788584321 Written description of financial instrument , Instrument Classification , DGVUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.1010000000 , 11:10:14 , 5000000.0000000000 , RFQ , , Electronic , 11:30, 98.1010000000 , 3000000.0000000000 , , , , RFQ , , Electronic , 13:30, , , 98.0600000000 , 14:57:21 , 4700000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.0873333333 Volume weighted transaction price , 98.0858267717 Highest executed price , 98.1010000000 Lowest executed price , 98.0600000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 12700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4700000.000000 Median size of all orders or requests for quote , 4700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1819575066 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1822301039 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871439342 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873982745 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1879112495 Written description of financial instrument , Instrument Classification , DMXXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-07,Date , 2018-11-07 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1897489578 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 1500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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, , , 100.2000000000 , 13:43:25 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256907 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A2G8VT5 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, , , 101.3800000000 , 14:18:24 , 3000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5H6S2WTSS8 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, , , 49.2000000000 , 11:44:47 , 4100000.0000000000 , 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 , 5628 Median time elapsed (secs) between request and provision of any corresponding quotes , 5628 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ6RNK2SQGC2 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, , , 36.0000000000 , 11:42:39 , 5000000.0000000000 , 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 , 5499 Median time elapsed (secs) between request and provision of any corresponding quotes , 5499 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1747941JB8 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 , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US00084DAS99 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, , , 100.1880000000 , 16:19:19 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00135TAA25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BF69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCP41 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.1230000000 , 12:47:12 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , 96.3160000000 , 12:38:14 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAD46 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 , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 84 Median time elapsed (secs) between request and provision of any corresponding quotes , 84 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AK40 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 231 Median time elapsed (secs) between request and provision of any corresponding quotes , 231 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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 , 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 , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GFH74 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, , , 99.3390000000 , 12:39:41 , 7000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.3248333333 Volume weighted transaction price , 99.3239193548 Highest executed price , 99.3390000000 Lowest executed price , 99.3220000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 6 Total value of transactions executed , 62000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 9000.000000 Median size of all orders or requests for quote , 9000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , 99.0570000000 , 12:27:26 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , 99.1080000000 , 13:45:24 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.0825000000 Volume weighted transaction price , 99.0774000000 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-08,Date , 2018-11-08 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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, , , 100.1220000000 , 13:38:21 , 700000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1515000000 Volume weighted transaction price , 100.1459333333 Highest executed price , 100.1820000000 Lowest executed price , 100.1220000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 3000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2C50 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAC29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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 , 177 Median time elapsed (secs) between request and provision of any corresponding quotes , 177 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 , 67500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.9750000000 , 13:13:07 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAF30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225313AF24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.8560000000 , 10:48:14 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US30216KAA07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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, , , 97.9500000000 , 12:16:16 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.0185000000 Volume weighted transaction price , 98.0185000000 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 159 Median time elapsed (secs) between request and provision of any corresponding quotes , 159 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HMN79 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.8790000000 , 18:12:50 , 350000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 350000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 350000.000000 Median size of all orders or requests for quote , 194000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , 100.8910000000 , 13:02:26 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BY94 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CE22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.7320000000 , 13:12:54 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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 , 249 Median time elapsed (secs) between request and provision of any corresponding quotes , 249 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 114 Median time elapsed (secs) between request and provision of any corresponding quotes , 114 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US80281LAJ44 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, , , 100.0560000000 , 14:40:38 , 320000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0795000000 Volume weighted transaction price , 100.0906721311 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 , 1220000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 610000.000000 Median size of all orders or requests for quote , 610000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US80283LAV53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.8000000000 , 09:52:07 , 800000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8100000000 Volume weighted transaction price , 99.8040000000 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US80283LAW37 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAD66 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, , , 96.4620000000 , 14:57:03 , 3000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3000000.000000 Median size of all orders or requests for quote , 3000000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US904678AA77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US904764AZ08 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810QA97 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SC36 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, , , 94.4687500000 , 15:45:53 , 405000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285K26 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, , , 99.1132812500 , 13:04:14 , 485000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCP53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , 97.5200000000 , 16:27:48 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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, , , 101.4240000000 , 15:20:24 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 150000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , 101.1740000000 , 14:51:48 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , 95.8430000000 , 12:29:38 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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, , , 100.6730000000 , 15:24:58 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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, , , 101.6880000000 , 14:02:30 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BL90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273AAM72 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 , 1225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USY7140WAA63 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, , , 101.1250000000 , 13:46:29 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.8650000000 Volume weighted transaction price , 100.6916666667 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 , 1200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 300000.000000 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USY7140WAB47 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-08,Date , 2018-11-08 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USY7140WAC20,Financial Instrument , Bonds Other , USY7140WAC20 Written description of financial instrument , ,Written description of financial instrument , Instrument Classification , DBFCFR,Instrument Classification , DBFNGR 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , , XS0171578502 Written description of financial instrument , Instrument Classification , DNFTFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0996354956 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, , , 107.3200000000 , 10:43:10 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1141969912 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1253849357 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 , 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 , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1291333760 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, , , 96.2930000000 , 12:37:29 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1489814340 Written description of financial instrument , Instrument Classification , DTFUPB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520899532 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, , , 101.1000000000 , 10:13:11 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1531355177 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, , , 100.0240000000 , 14:26:17 , 6000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0240000000 Volume weighted transaction price , 100.0240000000 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 , 8700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4350000.000000 Median size of all orders or requests for quote , 4350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1641477119 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.9300000000 , 15:23:38 , 7000000.0000000000 , RFQ , , Electronic , 15:30, , , 99.9700000000 , 16:30:46 , 2587000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9500000000 Volume weighted transaction price , 99.9407937832 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 , 9587000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4793500.000000 Median size of all orders or requests for quote , 7043500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1696810669 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, , , 84.3700000000 , 10:03:57 , 1000000.0000000000 , 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 , 37662 Median time elapsed (secs) between request and provision of any corresponding quotes , 37662 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1788515606 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1840618059 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.1350000000 , 15:09:14 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1881591504 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.5100000000 , 10:09:04 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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, , , 100.2060000000 , 12:19:24 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1690000000 Volume weighted transaction price , 100.1505000000 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 400000.000000 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1908898668 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-08,Date , 2018-11-08 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1909186451 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, , , 100.2090000000 , 16:32:18 , 600000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1866666667 Volume weighted transaction price , 100.2024067797 Highest executed price , 100.2090000000 Lowest executed price , 100.1460000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 5900000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1910245676 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 , 3000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3000000.000000 Median size of all orders or requests for quote , 1800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE000A19HCX8 Written description of financial instrument , Instrument Classification , DBFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.9900000000 , 12:07:17 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747931JB9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1747941JB8 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 , -0.2100000000 Volume weighted transaction price , -0.2100000000 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 , 25200000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 12600000000.000000 Median size of all orders or requests for quote , 12600000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RDQ20 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 478 Median time elapsed (secs) between request and provision of any corresponding quotes , 478 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03523TBH05 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, , , 103.5500000000 , 17:36:22 , 270000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 115500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.5420000000 , 11:25:53 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US056752AM06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US056752AN88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 181 Median time elapsed (secs) between request and provision of any corresponding quotes , 181 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US111021AE12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 558 Median time elapsed (secs) between request and provision of any corresponding quotes , 558 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-09 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 , 571 Median time elapsed (secs) between request and provision of any corresponding quotes , 571 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967FT34 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KU42 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, , , 94.8850000000 , 14:31:55 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 , 92 Median time elapsed (secs) between request and provision of any corresponding quotes , 92 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEG10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.9850000000 , 14:29:12 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9850000000 Volume weighted transaction price , 99.9850000000 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 , 70000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 35000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAF30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 962 Median time elapsed (secs) between request and provision of any corresponding quotes , 962 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R2X04 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 91.8680000000 , 12:44:18 , 14000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XU23 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, , , 92.4110000000 , 13:21:40 , 1200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XW88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBD75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBW56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.2690000000 , 13:45:15 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAJ27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US45685NAA46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 575000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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, , , 98.2830000000 , 14:17:37 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US655844BP27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US80283LAV53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.7980000000 , 15:04:03 , 450000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US80283LAW37 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, , , 100.1360000000 , 14:25:20 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BG61 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 , 603 Median time elapsed (secs) between request and provision of any corresponding quotes , 603 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TEV35 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285J52 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VCQ59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 690 Median time elapsed (secs) between request and provision of any corresponding quotes , 690 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92857WBJ80 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 845 Median time elapsed (secs) between request and provision of any corresponding quotes , 845 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746RW34 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214DQ36 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.7320000000 , 15:05:20 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US969457BU31 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.0520000000 , 15:02:14 , 320000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAL48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 101.6890000000 , 13:39:51 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AB73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USN4580HAA51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.0610000000 , 13:00:34 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU07264AD38 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU24652AD82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.1640000000 , 15:14:43 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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, , , 100.6520000000 , 13:32:08 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USY7140WAA63 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USY7140WAB47 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0213972614 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1111324700 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, , , 106.4400000000 , 09:36:58 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1198677897 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551355149 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1685476092 Written description of financial instrument , Instrument Classification , DTFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1696810669 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1715323298 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1733878810 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1788513494 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823165631 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, , , 100.5100000000 , 11:51:19 , 5000000.0000000000 , RFQ , , Electronic , 13:30, , , 100.5000000000 , 13:40:54 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.5133333333 Volume weighted transaction price , 100.5200000000 Highest executed price , 100.5300000000 Lowest executed price , 100.5000000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 25000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1846632104 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, , , 97.9500000000 , 14:16:39 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116338 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.2180000000 , 10:40:24 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1909186451 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1909193077 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1909193150 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 , 1 Total value of transactions executed , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A190NE4 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ9FT13XWLP1 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 , 1289 Median time elapsed (secs) between request and provision of any corresponding quotes , 1289 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZCBZFG2GVY6 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, , , 96.5000000000 , 13:54:48 , 2000000.0000000000 , 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 , 1201 Median time elapsed (secs) between request and provision of any corresponding quotes , 1201 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013264405 Written description of financial instrument , Instrument Classification , DBFPFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013358124 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747931JB9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1747951JB7 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 , -0.2465000000 Volume weighted transaction price , -0.2470322581 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 , 18600000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 9300000000.000000 Median size of all orders or requests for quote , 9300000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP525016CE65 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, , , 100.3040000000 , 13:14:58 , 200000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 94.9000000000 , 10:55:37 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 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, , , 99.1570000000 , 11:55:32 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 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, , , 101.8800000000 , 14:34:28 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-12 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, , , 97.7140000000 , 13:07:54 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BX62 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, , , 98.7500000000 , 10:43:50 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAC75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 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, , , 104.4420000000 , 13:56:04 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US78355HKH11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG253HFAP19 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, , , 100.6510000000 , 13:47:06 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY7140WAC20 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0479869744 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, , , 113.3550000000 , 09:43:24 , 160000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0911691003 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0912992160 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, , , 100.0410000000 , 15:25:58 , 1000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0933241456 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, , , 109.6480000000 , 10:45:52 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0996734868 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 101.9100000000 , 15:27:24 , 1000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1135334800 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, , , 103.6360000000 , 14:38:09 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1138360166 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 113 Median time elapsed (secs) between request and provision of any corresponding quotes , 113 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1200103361 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, , , 101.5150000000 , 16:14:50 , 1054000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1222590488 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, , , 101.9730000000 , 10:30:11 , 450000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1323463056 Written description of financial instrument , Instrument Classification , DBVUFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.5390000000 , 12:21:34 , 1300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-12,Date , 2018-11-12 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,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, , , 95.8300000000 , 09:41:07 , 4800000.0000000000 , RFQ , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , 95.9570000000 , 14:40:56 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.8935000000 Volume weighted transaction price , 95.8350800000 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 , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2500000.000000 Median size of all orders or requests for quote , 2500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.1400000000 , 15:55:04 , 6200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1718393439 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1733878810 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1778824885 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1788515606 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 , 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1815116998 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893621026 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1909193077 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1909193317 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051371JA0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1400111J52 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747801J93 Written description of financial instrument , Instrument Classification , DBZTFM 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 , -0.1460000000 Volume weighted transaction price , -0.1459090909 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 , 27500000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 13750000000.000000 Median size of all orders or requests for quote , 13750000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747821J99 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 , -0.1800000000 Volume weighted transaction price , -0.1800000000 Highest executed price , -0.1800000000 Lowest executed price , -0.1800000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 58800000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747931JB9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1747951JB7 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, , , 97.2550000000 , 11:50:20 , 2000000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 74.2821500000 Volume weighted transaction price , 76.1794124033 Highest executed price , 100.0638000000 Lowest executed price , -0.2540000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 52502000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 16250000000.000000 Median size of all orders or requests for quote , 20000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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, , , 96.5780000000 , 16:46:26 , 103000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 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, , , 98.0180000000 , 18:06:21 , 104000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833DK32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 333 Median time elapsed (secs) between request and provision of any corresponding quotes , 333 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAD46 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 , 103000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BG30 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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 , , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 116 Median time elapsed (secs) between request and provision of any corresponding quotes , 116 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HHS22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.1510000000 , 18:18:30 , 160000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BT82 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 , 698 Median time elapsed (secs) between request and provision of any corresponding quotes , 698 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1324928750 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE000A1Z0TA4 Written description of financial instrument , Instrument Classification , DBFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1G923S9XT0 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, , , 70.0000000000 , 15:39:21 , 1000000.0000000000 , 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 , 2754 Median time elapsed (secs) between request and provision of any corresponding quotes , 2754 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5K287JC972 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, , , 40.6000000000 , 14:26:25 , 3000000.0000000000 , 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 , 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 , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ66655TGK84 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, , , 92.1000000000 , 14:36:59 , 1500000.0000000000 , 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 , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZZT9WCR7TH8 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, , , 20.5000000000 , 14:29:06 , 3000000.0000000000 , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 20.7500000000 Volume weighted transaction price , 20.7500000000 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 , 6000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 3000000.000000 Median size of all orders or requests for quote , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011317783 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011344076 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011911239 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 11700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 11700000.000000 Median size of all orders or requests for quote , 10850000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013176302 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013221652 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , FR0013381704 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , FR0013382348 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, , , 98.9580000000 , 15:59:59 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023941JB3 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051371JA0 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 , 167 Median time elapsed (secs) between request and provision of any corresponding quotes , 167 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103451GC0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747841J95 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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, , , 98.7050000000 , 13:49:56 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 , 80000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 102.8570000000 , 14:33:30 , 15000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CX31 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BM10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CJ71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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 , 360000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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, , , 97.1550000000 , 15:49:40 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 8 Number of transactions executed , 1 Total value of transactions executed , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 7 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-14,Date , 2018-11-14 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.3720000000 , 13:57:45 , 60000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.3825000000 Volume weighted transaction price , 95.3750000000 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 , 70000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 35000.000000 Median size of all orders or requests for quote , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.2740000000 , 13:18:09 , 13000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.2740000000 Volume weighted transaction price , 99.2740000000 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 , 21000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10500.000000 Median size of all orders or requests for quote , 10500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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, , , 97.9870000000 , 14:27:59 , 7000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 7000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 7000.000000 Median size of all orders or requests for quote , 35000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KU42 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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, , , 94.0250000000 , 18:36:12 , 20000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 93.9495000000 Volume weighted transaction price , 93.9190746269 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 , 67000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 33500.000000 Median size of all orders or requests for quote , 33500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCL38 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 , 382 Median time elapsed (secs) between request and provision of any corresponding quotes , 382 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.2330000000 , 18:29:39 , 43000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAB76 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XW88 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 , 921 Median time elapsed (secs) between request and provision of any corresponding quotes , 921 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBQ88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 91.2300000000 , 14:37:39 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCL82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.2140000000 , 18:28:39 , 61000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAV54 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, , , 100.2760000000 , 12:30:46 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HHS22 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, , , 101.7140000000 , 19:55:31 , 18000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 18000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 18000.000000 Median size of all orders or requests for quote , 41000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HRV41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BM56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.3200000000 , 16:20:44 , 641000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BR44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.6050000000 , 15:51:52 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US501044DH11 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 , 60500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50540RAQ56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 98.8050000000 , 14:10:39 , 12000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAQ89 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.8960000000 , 15:03:12 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 520000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74977SDE90 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, , , 99.2990000000 , 13:49:49 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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, , , 98.5510000000 , 14:47:03 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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, , , 99.2580000000 , 09:56:28 , 2000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AM49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAM29 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 45000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAC83 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAD66 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, , , 96.7300000000 , 13:52:08 , 230000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAP40 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US904678AA77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 94.4980000000 , 16:13:03 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCU49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TN02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ09748AB01 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, , , 108.0000000000 , 16:36:58 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ92628BL90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AC20 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478AT30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.3780000000 , 16:03:50 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BQ81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 32500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY7140WAA63 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, , , 101.3000000000 , 12:04:32 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY7140WAC20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY7140WAD03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0462999573 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0858089740 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, , , 102.4410000000 , 10:42:30 , 150000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0991090175 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1111559768 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, , , 103.2930000000 , 15:11:54 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1138423774 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1238900515 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1301773799 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1372838240 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1587236545 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, , , 99.9000000000 , 15:29:00 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , 99.9000000000 , 15:43:06 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9000000000 Volume weighted transaction price , 99.9000000000 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1595704872 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1622634126 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1641477119 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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, , , 97.2850000000 , 15:14:10 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1840618059 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 , , Voice , 11:30, , , 98.9700000000 , 11:49:23 , 700000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874122770 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, , , 100.1900000000 , 10:10:15 , 8800000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1886577615 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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, , , 99.6720000000 , 09:55:51 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1897489578 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1909193077 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, , , 99.9500000000 , 16:58:54 , 5000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1910948675 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0237915 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0236733827 Written description of financial instrument , Instrument Classification , DBVQXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102416 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 , 148 Median time elapsed (secs) between request and provision of any corresponding quotes , 148 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013152899 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, , , 98.4860000000 , 14:20:53 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013181989 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, , , 100.3350000000 , 09:56:24 , 5296000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.3350000000 Volume weighted transaction price , 100.3350000000 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 , 14296000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 7148000.000000 Median size of all orders or requests for quote , 7148000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013263936 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, , , 100.1070000000 , 15:12:50 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , 100.0570000000 , 15:15:55 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013322146 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00BDV0F150 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051371JA0 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, , , 98.9500000000 , 14:59:26 , 25000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 58000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.2190000000 , 16:33:01 , 35000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 35000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 35000.000000 Median size of all orders or requests for quote , 27500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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, , , 96.7350000000 , 15:53:36 , 233000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 233000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 233000.000000 Median size of all orders or requests for quote , 233000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037411BD66 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 44000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833BA77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 460000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 626 Median time elapsed (secs) between request and provision of any corresponding quotes , 626 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , 98.0940000000 , 18:06:10 , 59000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CJ77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833DG20 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 , 286 Median time elapsed (secs) between request and provision of any corresponding quotes , 286 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAC97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.6200000000 , 12:29:20 , 1600000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06675FAM95 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659W2F00 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, , , 95.7250000000 , 15:56:39 , 330000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US111021AE12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 271 Median time elapsed (secs) between request and provision of any corresponding quotes , 271 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US161175BA14 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 , 260 Median time elapsed (secs) between request and provision of any corresponding quotes , 260 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US166764BN98 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US17275RBJ05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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 , 315 Median time elapsed (secs) between request and provision of any corresponding quotes , 315 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 , 43500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QDY35 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, , , 97.8310000000 , 13:27:44 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCN93 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 , 375 Median time elapsed (secs) between request and provision of any corresponding quotes , 375 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCU37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US26441CAR60 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154BY45 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XZ10 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US370334CE22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCL82 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 , 317 Median time elapsed (secs) between request and provision of any corresponding quotes , 317 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAV54 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US458140BG44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 571 Median time elapsed (secs) between request and provision of any corresponding quotes , 571 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HMN79 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BM56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.1950000000 , 14:03:00 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CJ19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 63000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAR62 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 670 Median time elapsed (secs) between request and provision of any corresponding quotes , 670 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 792 Median time elapsed (secs) between request and provision of any corresponding quotes , 792 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 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 , 565000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 201 Median time elapsed (secs) between request and provision of any corresponding quotes , 201 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BU71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 501 Median time elapsed (secs) between request and provision of any corresponding quotes , 501 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , 97.4850000000 , 16:43:13 , 13000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BZ68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 317 Median time elapsed (secs) between request and provision of any corresponding quotes , 317 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918CA09 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.9560000000 , 20:30:35 , 175000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US666807BE14 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.1080000000 , 16:34:46 , 8000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XAP06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , 102.7530000000 , 09:42:04 , 15000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 269 Median time elapsed (secs) between request and provision of any corresponding quotes , 269 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 103.1750000000 , 12:48:38 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAN29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US87938WAU71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1076 Median time elapsed (secs) between request and provision of any corresponding quotes , 1076 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US87938WAV54 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 , 1164 Median time elapsed (secs) between request and provision of any corresponding quotes , 1164 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US88579YAF88 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAP40 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, , , 98.6750000000 , 13:58:41 , 15000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 15000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 15000.000000 Median size of all orders or requests for quote , 15000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 196 Median time elapsed (secs) between request and provision of any corresponding quotes , 196 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VCX01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 171 Median time elapsed (secs) between request and provision of any corresponding quotes , 171 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VDC54 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1179 Median time elapsed (secs) between request and provision of any corresponding quotes , 1179 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VDU52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1132 Median time elapsed (secs) between request and provision of any corresponding quotes , 1132 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.7680000000 , 13:00:17 , 35000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US958254AK08 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, , , 94.7990000000 , 16:23:23 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , 95.0520000000 , 11:48:01 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AB73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.6260000000 , 10:08:47 , 1560000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ7620TAB73 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, , , 101.7400000000 , 09:40:55 , 4000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , 99.7190000000 , 16:05:03 , 2000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 1075000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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, , , 92.5610000000 , 15:05:28 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY7140WAB47 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1225512026 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1371715118 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1483161631 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, , , 95.8340000000 , 15:09:40 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1681852940 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 90.7000000000 , 14:36:57 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1788584321 Written description of financial instrument , Instrument Classification , DGVUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.6500000000 , 10:46:38 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1825879825 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.7500000000 , 14:28:18 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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, , , 99.5000000000 , 13:38:02 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874122770 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1880349342 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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 , 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 , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1888206627 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1909193150 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, , , 100.3960000000 , 09:46:34 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , 100.1800000000 , 13:11:31 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.2880000000 Volume weighted transaction price , 100.2760000000 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 , 900000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 450000.000000 Median size of all orders or requests for quote , 450000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1910947941 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 , 84 Median time elapsed (secs) between request and provision of any corresponding quotes , 84 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1910948675 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0244100266 Written description of financial instrument , Instrument Classification , DBFQGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013250685 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1747941JB8 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 , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747961JB6 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 , 100.0801333333 Volume weighted transaction price , 100.0800727273 Highest executed price , 100.0802000000 Lowest executed price , 100.0800000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 110000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 123 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP525017AE90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP575214BE95 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 100000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000000.000000 Median size of all orders or requests for quote , 100000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 49500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAC64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US023135AW69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.7420000000 , 13:04:39 , 120000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AA44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 19500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 209 Median time elapsed (secs) between request and provision of any corresponding quotes , 209 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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, , , 98.2220000000 , 12:22:08 , 946000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US10373QAD25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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, , , 96.0930000000 , 14:22:41 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 , 214 Median time elapsed (secs) between request and provision of any corresponding quotes , 214 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCU37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.8080000000 , 18:02:39 , 750000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAF30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 92.9950000000 , 12:15:48 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 111 Median time elapsed (secs) between request and provision of any corresponding quotes , 111 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HHS22 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 , 228 Median time elapsed (secs) between request and provision of any corresponding quotes , 228 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.5420000000 , 15:53:04 , 40000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US472319AL69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CK81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAD58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 53500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.9620000000 , 14:59:18 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 210000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BQ69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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, , , 97.6660000000 , 19:37:26 , 770000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BY93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US63254AAT51 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XAP06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.3760000000 , 13:15:54 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.2380000000 , 13:00:53 , 1200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718DY23 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 191 Median time elapsed (secs) between request and provision of any corresponding quotes , 191 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 20000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBA71 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US88323AAC62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US88323AAD46 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAP40 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, , , 98.6990000000 , 13:58:58 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 415 Median time elapsed (secs) between request and provision of any corresponding quotes , 415 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746RW34 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TN02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG4639DVV48 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, , , 101.1450000000 , 14:37:45 , 320000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 35 Median time elapsed (secs) between acceptance and execution , 35 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AA90 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AM39 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, , , 96.2640000000 , 11:24:27 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.1320000000 , 15:04:00 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.1980000000 Volume weighted transaction price , 96.1980000000 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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, , , 100.9990000000 , 14:56:58 , 1700000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ0426RND62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBW74 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.7120000000 , 16:05:56 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BN56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 106.5140000000 , 14:34:00 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1021200354 Written description of financial instrument , Instrument Classification , DTFUFB 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, , , 100.1600000000 , 13:23:50 , 1644000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1080078428 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 , 134 Median time elapsed (secs) between request and provision of any corresponding quotes , 134 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1140834455 Written description of financial instrument , Instrument Classification , DTFUFB 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, , , 99.9000000000 , 11:59:33 , 3264000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1167667283 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1334225361 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1396285279 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1426022536 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, , , 101.3580000000 , 09:52:55 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1471646965 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485531492 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485725854 Written description of financial instrument , Instrument Classification , DTFUFB 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1549579529 Written description of financial instrument , Instrument Classification , DTFUFN Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1551355149 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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, , , 96.0320000000 , 10:54:05 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1595704872 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 , 115000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1615104244 Written description of financial instrument , Instrument Classification , DTFNFB 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1617702052 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 , 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 , 2018-11-16 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1715353105 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1782508508 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, , , 99.5800000000 , 12:40:28 , 4000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1843449122 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 100.0200000000 Volume weighted transaction price , 100.0375000000 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 , 3200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1600000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856041287 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, , , 100.2100000000 , 12:23:53 , 3000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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, , , 99.3300000000 , 10:07:37 , 1750000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1910947941 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, , , 100.2350000000 , 12:40:49 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.2350000000 Volume weighted transaction price , 100.2350000000 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 , 4000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0244100266 Written description of financial instrument , Instrument Classification , DBFQGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 650000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000CZ40M21 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 , 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 , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5WX2HWVSW7 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, , , 85.0000000000 , 15:06:15 , 5000000.0000000000 , 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 , 509 Median time elapsed (secs) between request and provision of any corresponding quotes , 509 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7YP3N1DXW9 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, , , 91.5000000000 , 11:28:23 , 3000000.0000000000 , 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 , 101 Median time elapsed (secs) between request and provision of any corresponding quotes , 101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011565555 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, , , 111.4300000000 , 09:57:58 , 7700000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013219177 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013241379 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, , , 99.5430000000 , 17:00:39 , 32000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013250685 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103291D68 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103441G98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201601H38 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300501G30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747331J19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747801J93 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 111 Median time elapsed (secs) between request and provision of any corresponding quotes , 111 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747821J99 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BK48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CX31 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.8930000000 , 18:57:03 , 12000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.5220000000 , 20:04:56 , 2000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 2000.000000 Median size of all orders or requests for quote , 104500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 363 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05252BAN91 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , 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 , 142 Median time elapsed (secs) between request and provision of any corresponding quotes , 142 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05584KAB44 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , 101.5900000000 , 14:09:12 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 272 Median time elapsed (secs) between request and provision of any corresponding quotes , 272 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06120TAA60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAW57 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, , , 90.4530000000 , 16:20:36 , 320000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 885000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659W2F00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , 97.7980000000 , 18:10:20 , 51000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US17275RBJ05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967JL61 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967JM45 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JZ57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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, , , 96.3030000000 , 19:58:10 , 1000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000.000000 Median size of all orders or requests for quote , 5500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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, , , 94.0260000000 , 18:47:09 , 7000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 7000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 7000.000000 Median size of all orders or requests for quote , 52000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LS86 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LZ20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEA40 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, , , 94.8180000000 , 13:56:37 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.1840000000 , 12:36:45 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.3420000000 , 18:18:18 , 39000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JY48 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.2060000000 , 17:13:46 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , 100.1390000000 , 12:49:21 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.7800000000 , 10:34:25 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAF30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 93.2890000000 , 17:06:03 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225313AK19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 396 Median time elapsed (secs) between request and provision of any corresponding quotes , 396 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAC59 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, , , 101.4150000000 , 13:15:32 , 600000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22546QAN79 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US23331ABE82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.4980000000 , 15:23:43 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , 89.5800000000 , 09:49:40 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US25466AAB70 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, , , 104.4390000000 , 15:08:59 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29379VAZ67 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, , , 98.2480000000 , 20:05:49 , 12000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 559 Median time elapsed (secs) between request and provision of any corresponding quotes , 559 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154CQ02 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XZ10 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, , , 91.0700000000 , 14:42:18 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US35802XAF06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, 105.7060000000 , 9000.0000000000 , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBS45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCD66 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, , , 92.2850000000 , 19:43:41 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US38148LAF31 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BQ12 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, , , 100.0430000000 , 17:15:10 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.2600000000 , 18:17:20 , 49000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , 101.0910000000 , 09:52:24 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 101.0910000000 , 14:16:08 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 101.0910000000 Volume weighted transaction price , 101.0910000000 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 , 450000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 225000.000000 Median size of all orders or requests for quote , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.7840000000 , 18:57:03 , 14000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5880000000 , 14:24:43 , 7000.0000000000 , RFQ , , Electronic , 15:30, , , 98.6760000000 , 16:04:53 , 10000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.6320000000 Volume weighted transaction price , 98.6397647059 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 , 17000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 8500.000000 Median size of all orders or requests for quote , 8500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HNX43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 106 Median time elapsed (secs) between request and provision of any corresponding quotes , 106 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAR73 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BR44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.6350000000 , 11:27:57 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US482480AE03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 20000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAD58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 602 Median time elapsed (secs) between request and provision of any corresponding quotes , 602 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 16000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US585055AX47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.9770000000 , 11:13:06 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.0120000000 Volume weighted transaction price , 98.9951481481 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 , 270000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 135000.000000 Median size of all orders or requests for quote , 135000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918CA09 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AQ75 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822BA15 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XAP06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBM65 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , 97.7050000000 , 15:37:22 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAA17 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 594 Median time elapsed (secs) between request and provision of any corresponding quotes , 594 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAU70 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, , , 100.0270000000 , 17:15:57 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAX83 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, , , 97.7000000000 , 11:57:32 , 202000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88323AAC62 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 , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US89153VAP40 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US893939AE81 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810RE01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 93.5000000000 Volume weighted transaction price , 93.5000000000 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 , 60000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 30000000.000000 Median size of all orders or requests for quote , 30000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 743 Median time elapsed (secs) between request and provision of any corresponding quotes , 743 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746RW34 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG82003AD93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AJ72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU07264AD38 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCX49 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 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, , , 103.9420000000 , 15:43:18 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU65478BE51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 95.7300000000 , 10:50:59 , 1841000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BL90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0498175503 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, , , 105.7990000000 , 13:21:18 , 2500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0856023147 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, , , 101.5000000000 , 14:53:31 , 130000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 130000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 130000.000000 Median size of all orders or requests for quote , 1190000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0955024236 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1026105806 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1069539374 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, , , 100.5300000000 , 10:06:31 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1179469678 Written description of financial instrument , Instrument Classification , DTFUFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1203859928 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, 100.3200000000 , 5000000.0000000000 , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1288342147 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, , , 100.0950000000 , 12:26:33 , 1550000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1382791892 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 93.1750000000 , 10:47:38 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1587236545 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1681852940 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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, , , 94.0000000000 , 10:20:35 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1692347526 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.1330000000 , 13:32:57 , 8000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1782508508 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, , , 99.3900000000 , 11:48:11 , 2500000.0000000000 , RFQ , , Electronic , 13:30, , , 99.3900000000 , 13:46:18 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.3900000000 Volume weighted transaction price , 99.3900000000 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 , 4500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2250000.000000 Median size of all orders or requests for quote , 2250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1789474274 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1811213435 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, , , 98.9500000000 , 12:05:20 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.0000000000 , 15:28:46 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1843449809 Written description of financial instrument , Instrument Classification , DAVXFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1864036576 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871439342 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1900551166 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1903485800 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1909186451 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1910947941 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3FN0037891 Written description of financial instrument , Instrument Classification , DBVXFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE0002485606 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, , , 101.0500000000 , 14:23:13 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 0 Median time elapsed (secs) between acceptance and execution , 0 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 , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1G923S9XT0 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, , , 77.0000000000 , 12:52:30 , 2000000.0000000000 , 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 , 3364 Median time elapsed (secs) between request and provision of any corresponding quotes , 3364 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4CRBH0SCD5 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, , , 47.0000000000 , 12:52:28 , 2500000.0000000000 , 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 , 3675 Median time elapsed (secs) between request and provision of any corresponding quotes , 3675 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ56VRLZ27S3 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, , , 168.0000000000 , 14:22:09 , 250000.0000000000 , 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 , 4376 Median time elapsed (secs) between request and provision of any corresponding quotes , 4376 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7WRXHJP774 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 , 61.3116666667 Volume weighted transaction price , 89.4666666667 Highest executed price , 98.9350000000 Lowest executed price , 41.0000000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 48000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 967 Median time elapsed (secs) between request and provision of any corresponding quotes , 1266 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0010474239 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013381704 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200621363 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201081914 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, , , 117.9330000000 , 15:28:50 , 500000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP13003119A4 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747801J93 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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, , , 97.9440000000 , 15:04:50 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 25000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 25000.000000 Median size of all orders or requests for quote , 112500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.6550000000 , 19:35:41 , 23000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 23000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 23000.000000 Median size of all orders or requests for quote , 152500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCM25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 187500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US008117AP87 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00928QAP63 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05252BAN91 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967FT34 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.3950000000 , 15:32:14 , 8000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 8000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 8000.000000 Median size of all orders or requests for quote , 24000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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 , 126000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LP48 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 , 322 Median time elapsed (secs) between request and provision of any corresponding quotes , 322 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.1320000000 , 13:29:55 , 55000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JY48 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 92.9260000000 , 12:35:26 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225401AG34 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 , 228 Median time elapsed (secs) between request and provision of any corresponding quotes , 228 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225433AR25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5D13 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 89.5240000000 , 15:57:45 , 253000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AV16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.1600000000 , 19:51:17 , 25000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US45685NAA46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.5690000000 , 12:58:02 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.5690000000 Volume weighted transaction price , 98.5690000000 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 , 18000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 9000.000000 Median size of all orders or requests for quote , 9000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US472319AL69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160AW48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BT00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 13500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAL98 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 , 18500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.0930000000 , 19:54:39 , 25000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 25000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 25000.000000 Median size of all orders or requests for quote , 112500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AD62 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822BA15 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 , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US6325C1CJ69 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 , 94 Median time elapsed (secs) between request and provision of any corresponding quotes , 94 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.3640000000 , 19:58:33 , 38000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 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 , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 356 Median time elapsed (secs) between request and provision of any corresponding quotes , 356 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 20000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 20000.000000 Median size of all orders or requests for quote , 12500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88323AAD46 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128283J70 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285M81 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746RW34 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 , 318 Median time elapsed (secs) between request and provision of any corresponding quotes , 318 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BFN55 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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, , , 100.0630000000 , 11:13:49 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 17 Median time elapsed (secs) between acceptance and execution , 17 Mean time elapsed (secs) between request and provision of any corresponding quotes , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 101 Median time elapsed (secs) between request and provision of any corresponding quotes , 101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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, , , 99.8600000000 , 09:47:16 , 1950000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8600000000 Volume weighted transaction price , 99.8600000000 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 , 2850000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1425000.000000 Median size of all orders or requests for quote , 1425000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USJ8129EAV05 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 , 100.1090000000 Volume weighted transaction price , 100.1436278027 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 , 1115000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 557500.000000 Median size of all orders or requests for quote , 915000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0487711573 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0611398008 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0733696495 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 475000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0876289652 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0879869187 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0992167865 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660122 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1531174388 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1557095459 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1605365193 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1614722806 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 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 , 3 Median time elapsed (secs) between acceptance and execution , 3 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1681539539 Written description of financial instrument , Instrument Classification , DTFXGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1769041606 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, , , 96.9800000000 , 16:00:01 , 3190000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1789474274 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823246712 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823532996 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 , 1100000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1870373443 Written description of financial instrument , Instrument Classification , DAFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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, , , 99.6290000000 , 16:38:52 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.5945000000 Volume weighted transaction price , 99.6031250000 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 500000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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, , , 99.5500000000 , 12:00:48 , 750000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 750000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 750000.000000 Median size of all orders or requests for quote , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1903485800 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1910947941 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, , , 99.9900000000 , 12:06:55 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948162 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1914936726 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256907 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 , 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 , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1490GJ72V9 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, , , 96.0000000000 , 15:16:07 , 5000000.0000000000 , 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 , 1386 Median time elapsed (secs) between request and provision of any corresponding quotes , 1386 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ17KB2WW8T0 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, , , 20.0000000000 , 15:38:55 , 3000000.0000000000 , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 20.0000000000 Volume weighted transaction price , 20.0000000000 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 , 8000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4000000.000000 Median size of all orders or requests for quote , 4000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 2789 Median time elapsed (secs) between request and provision of any corresponding quotes , 2789 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2J2QVRHK63 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 , 185.0000000000 Volume weighted transaction price , 185.0000000000 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 , 3010000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1505000.000000 Median size of all orders or requests for quote , 1505000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4CCKRLS9L0 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, , , 75.0000000000 , 15:16:03 , 6700000.0000000000 , 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 , 1384 Median time elapsed (secs) between request and provision of any corresponding quotes , 1384 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ66655TGK84 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, , , 122.0000000000 , 11:36:22 , 5000000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 123.0000000000 Volume weighted transaction price , 123.0000000000 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 , 10000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8HCJZ8G2S2 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, , , 24.2500000000 , 09:45:34 , 3000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 103.0800000000 , 10:31:20 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013241379 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023941JB3 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051371JA0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103011969 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103391F65 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103411FC6 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 , -0.0510000000 Volume weighted transaction price , -0.0510000000 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 , 24300000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 12150000000.000000 Median size of all orders or requests for quote , 12150000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103421G35 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201581G90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , JP1747521J43 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , PTBCPWOM0034 Written description of financial instrument , Instrument Classification , DTVUGR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US023135AJ58 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, , , 96.5550000000 , 13:07:19 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CG33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035240AD27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.3620000000 , 12:37:19 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 30000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 19000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, 99.3620000000 , 1500000.0000000000 , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAA13 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAF93 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 , 377 Median time elapsed (secs) between request and provision of any corresponding quotes , 377 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AM06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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, , , 100.2500000000 , 13:57:53 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHF90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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, , , 101.6440000000 , 10:55:02 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 105.2400000000 , 14:12:53 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US126117AR10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 277 Median time elapsed (secs) between request and provision of any corresponding quotes , 277 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB,Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625,Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-21,Date , 2018-11-21 Outages,Outages Scheduled Auction,Scheduled Auction Failed Transactions,Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JK88 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, , , 101.3750000000 , 20:40:13 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 142 Median time elapsed (secs) between request and provision of any corresponding quotes , 142 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KN09 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, , , 93.2130000000 , 15:17:11 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.4210000000 , 15:06:45 , 2000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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, , , 99.9080000000 , 15:06:26 , 40000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBD75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.6280000000 , 17:19:45 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BQ12 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, , , 99.8750000000 , 13:54:47 , 350000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAR43 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50076QAZ90 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, , , 98.3250000000 , 16:19:43 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.3190000000 Volume weighted transaction price , 98.3228360656 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 , 61000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 30500.000000 Median size of all orders or requests for quote , 30500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AS89 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAF07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AS32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XAP06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 264 Median time elapsed (secs) between request and provision of any corresponding quotes , 264 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 394 Median time elapsed (secs) between request and provision of any corresponding quotes , 394 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BG61 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, , , 98.6200000000 , 14:42:35 , 35000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285J52 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.6940000000 , 16:20:16 , 38000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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, , , 97.0710000000 , 10:34:02 , 2485000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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, , , 101.1640000000 , 11:21:22 , 4165000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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, , , 85.9790000000 , 09:44:18 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 114 Median time elapsed (secs) between request and provision of any corresponding quotes , 114 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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, , , 100.7550000000 , 15:32:33 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH4209UAC02 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , USJ8129EAV05 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 101100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4899GCB78 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY81647AA02 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0497187640 Written description of financial instrument , Instrument Classification , DTFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 107.5000000000 , 15:11:24 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0792977984 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, , , 112.8700000000 , 15:48:43 , 1500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.8990000000 , 09:58:32 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 96.7600000000 , 11:13:08 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1322048619 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, , , 103.4800000000 , 12:42:20 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520899532 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, , , 100.0000000000 , 13:02:23 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1521637113 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1553211134 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1628031582 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 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 , 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 , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1633845158 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, , , 95.0500000000 , 17:05:42 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1642545690 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, , , 100.0000000000 , 13:26:45 , 600000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1651444140 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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 , , 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 , 1128 Median time elapsed (secs) between request and provision of any corresponding quotes , 1128 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1799061558 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, , , 96.5250000000 , 10:04:10 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1811821211 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493481 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.2500000000 , 10:39:18 , 2700000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0237915 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 , 111 Median time elapsed (secs) between request and provision of any corresponding quotes , 111 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DB7XJB9 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 , 119 Median time elapsed (secs) between request and provision of any corresponding quotes , 119 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1G923S9XT0 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, , , 85.0000000000 , 16:30:34 , 1000000.0000000000 , 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 , 130 Median time elapsed (secs) between request and provision of any corresponding quotes , 130 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2157S2BQ82 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, , , 77.7600000000 , 11:27:28 , 5000000.0000000000 , RFQ , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 77.5866666667 Volume weighted transaction price , 77.7388535032 Highest executed price , 81.0000000000 Lowest executed price , 74.0000000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 15700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 5159 Median time elapsed (secs) between request and provision of any corresponding quotes , 7394 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5HFSG9PZF8 Written description of financial instrument , Instrument Classification , SCUCCA Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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, 81.0000000000 , 5700000.0000000000 , , , , 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 , 7602 Median time elapsed (secs) between request and provision of any corresponding quotes , 7602 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0010967216 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013322146 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, , , 93.5000000000 , 16:15:56 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013374881 Written description of financial instrument , Instrument Classification , DBVXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.0000000000 , 10:03:16 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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 , 100.0706666667 Volume weighted transaction price , 100.0719344262 Highest executed price , 100.0720000000 Lowest executed price , 100.0680000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 61000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10000000000.000000 Median size of all orders or requests for quote , 10000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5D13 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 , 114 Median time elapsed (secs) between request and provision of any corresponding quotes , 114 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AZ20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US98105HAC43 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 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, , , 100.7450000000 , 10:34:26 , 800000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.6670000000 Volume weighted transaction price , 100.7138000000 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAB15 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0497187640 Written description of financial instrument , Instrument Classification , DTFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 107.2500000000 , 10:07:17 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 107.3200000000 , 15:41:48 , 150000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 107.2850000000 Volume weighted transaction price , 107.2533333333 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 , 3150000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1575000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0611398008 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0715437140 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, , , 104.9900000000 , 13:19:49 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0860855344 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0934042549 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1135276332 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1143333109 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, , , 101.0800000000 , 09:38:21 , 600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1167154654 Written description of financial instrument , Instrument Classification , DTVUFN Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1492671158 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, , , 98.7560000000 , 14:42:13 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1531174388 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 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, , , 85.5000000000 , 11:24:19 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1671754650 Written description of financial instrument , Instrument Classification , DBVNCB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785340172 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 , 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 , 300000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 91 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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, , , 97.0000000000 , 11:16:24 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 1500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1822301039 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823532996 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, , , 98.3000000000 , 09:39:08 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1824425265 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.3990000000 , 15:10:22 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1843450138 Written description of financial instrument , Instrument Classification , DAVXFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1882544205 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1890709774 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910245676 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, , , 98.7000000000 , 10:33:16 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948675 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 , 101.8955000000 Volume weighted transaction price , 101.8967777778 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 , 1800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 900000.000000 Median size of all orders or requests for quote , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013241379 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, , , 99.4650000000 , 14:17:13 , 325000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 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 , 226 Median time elapsed (secs) between request and provision of any corresponding quotes , 226 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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 , -0.2900000000 Volume weighted transaction price , -0.2900000000 Highest executed price , -0.2900000000 Lowest executed price , -0.2900000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 100000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 95000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AM06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 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, , , 99.4850000000 , 10:41:08 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154BY45 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US377373AD71 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.5570000000 , 13:20:05 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , 98.5890000000 , 14:26:40 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.5730000000 Volume weighted transaction price , 98.5730000000 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.3450000000 , 14:32:28 , 120000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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, , , 99.5280000000 , 14:26:44 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BQ69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.1570000000 , 14:17:15 , 134000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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, , , 101.4910000000 , 16:52:22 , 32000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810QA97 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828N308 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 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, , , 100.6190000000 , 10:04:05 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.6855000000 Volume weighted transaction price , 100.7330000000 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 , 1400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 700000.000000 Median size of all orders or requests for quote , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0223447227 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0361244667 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 108.3300000000 , 10:59:02 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0418669429 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.2100000000 , 11:04:15 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1091688660 Written description of financial instrument , Instrument Classification , DBFCFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1139316555 Written description of financial instrument , Instrument Classification , DTVGFN Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520899532 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, , , 100.2100000000 , 12:15:23 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.9750000000 , 13:36:33 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1587935559 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1787517199 Written description of financial instrument , Instrument Classification , DBVSFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.9700000000 , 09:38:02 , 2700000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9800000000 Volume weighted transaction price , 99.9837931034 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 , 8700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4350000.000000 Median size of all orders or requests for quote , 6000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1909186451 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910947941 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948675 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6243180666 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, , , 102.1300000000 , 15:50:06 , 30000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6301509012 Written description of financial instrument , Instrument Classification , DTVNXR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0244100266 Written description of financial instrument , Instrument Classification , DBFQGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE000A19HCX8 Written description of financial instrument , Instrument Classification , DBFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.5400000000 , 10:20:58 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.5400000000 Volume weighted transaction price , 98.5400000000 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1G923S9XT0 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, , , 88.0000000000 , 15:19:44 , 1000000.0000000000 , 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 , 1570 Median time elapsed (secs) between request and provision of any corresponding quotes , 1570 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ6TWVJNC574 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, , , 328.0000000000 , 16:30:13 , 3000000.0000000000 , 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 , 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 , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8V88K287Z2 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, , , 67.0000000000 , 15:13:56 , 5000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 99.9000000000 , 13:44:24 , 700000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 93.8000000000 , 15:54:51 , 210000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 93.8500000000 Volume weighted transaction price , 93.8192307692 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 , 260000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 130000.000000 Median size of all orders or requests for quote , 130000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367612 Written description of financial instrument , Instrument Classification , DBVXPB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , FR0013383213 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, , , 99.7620000000 , 16:00:42 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.6910000000 Volume weighted transaction price , 99.6402857143 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 , 3500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1750000.000000 Median size of all orders or requests for quote , 550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051301GC9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103451GC0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747931JB9 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, , , -0.3220000000 , 13:52:03 , 1200000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.5520000000 , 14:53:50 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 71500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCM25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00287YBC21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035240AD27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.9080000000 , 15:51:00 , 150000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 98.1150000000 , 13:51:57 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 25000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 25000.000000 Median size of all orders or requests for quote , 95000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBP28 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, , , 101.9420000000 , 15:28:04 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 98.9300000000 , 14:59:13 , 800000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHF90 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, , , 98.3530000000 , 15:53:02 , 35000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06675GAR65 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, , , 99.0360000000 , 10:41:11 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 575000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US14149YBF43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 97.7140000000 , 12:59:43 , 2000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 2000.000000 Median size of all orders or requests for quote , 8000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 99.8160000000 , 15:51:42 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8435000000 Volume weighted transaction price , 99.8366250000 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 , 80000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.9250000000 , 16:30:46 , 60000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDD65 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22535WAE75 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 , 1050 Median time elapsed (secs) between request and provision of any corresponding quotes , 1050 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25468PDM59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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, , , 91.2000000000 , 15:54:22 , 400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966TJA16 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, , , 89.4400000000 , 16:12:07 , 15000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 15000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 15000.000000 Median size of all orders or requests for quote , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.1090000000 , 18:25:12 , 92000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 92000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 92000.000000 Median size of all orders or requests for quote , 296000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAJ27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.2300000000 , 16:13:33 , 6000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAB92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 98000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BQ69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 94.0000000000 , 16:00:54 , 80000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 98.8760000000 , 12:23:11 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 1600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80105NAG07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.0190000000 , 10:00:05 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254BM16 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, , , 99.2490000000 , 14:19:12 , 760000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88323AAD46 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SE91 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 , 113 Median time elapsed (secs) between request and provision of any corresponding quotes , 113 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285K26 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, , , 99.8750000000 , 16:00:24 , 145000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.8867187500 Volume weighted transaction price , 99.8818597561 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 , 205000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 102500.000000 Median size of all orders or requests for quote , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 96.3930000000 , 10:35:48 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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 , 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 , 130250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG82016AA75 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAB15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 104.4570000000 , 13:06:25 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBW74 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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, , , 99.0790000000 , 16:33:22 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 105.8590000000 , 16:00:24 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1139315581 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1269336811 Written description of financial instrument , Instrument Classification , DYVXXR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1325125158 Written description of financial instrument , Instrument Classification , DTVXGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1375957294 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589748356 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1822301039 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 , 1300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1843450138 Written description of financial instrument , Instrument Classification , DAVXFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0250000000 , 14:30:15 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948162 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0244100266 Written description of financial instrument , Instrument Classification , DBFQGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102457 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2HNJ7N1HM7 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, , , 86.5000000000 , 11:11:53 , 5000000.0000000000 , RFQ , , Voice , 11:30, , , 88.0000000000 , 11:40:40 , 5000000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 87.2500000000 Volume weighted transaction price , 87.2500000000 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 , 10000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 435 Median time elapsed (secs) between request and provision of any corresponding quotes , 435 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ6TWVJNC574 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, , , 330.0000000000 , 10:08:59 , 5000000.0000000000 , 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 , 109 Median time elapsed (secs) between request and provision of any corresponding quotes , 109 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZVZFZZ5G0F3 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, , , 104.1800000000 , 14:36:01 , 230000.0000000000 , 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 , 966 Median time elapsed (secs) between request and provision of any corresponding quotes , 966 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013250685 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013324324 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , FR0013383213 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 , 5 Number of transactions executed , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 4 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11030419A9 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103311DB5 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, , , 103.4210000000 , 17:00:23 , 150000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103521JA8 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300511G61 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, , , 88.2620000000 , 17:00:23 , 75000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747801J93 Written description of financial instrument , Instrument Classification , DBZTFM 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 , -0.1000000000 Volume weighted transaction price , -0.1000000000 Highest executed price , -0.1000000000 Lowest executed price , -0.1000000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 7 Number of transactions executed , 7 Total value of transactions executed , 35000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000000.000000 Median size of all orders or requests for quote , 5000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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, , , 97.4000000000 , 16:52:11 , 2000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 51000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCM25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US023135AJ58 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 102.4190000000 , 13:35:10 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AP13 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 , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 33000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05579T5G71 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, , , 97.5900000000 , 13:32:18 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AM06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.1580000000 , 16:27:18 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAC97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 158 Median time elapsed (secs) between request and provision of any corresponding quotes , 158 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.0000000000 , 16:43:20 , 49000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHH56 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, , , 99.6010000000 , 15:10:17 , 12000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, 93.6500000000 , 200000.0000000000 , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 470 Median time elapsed (secs) between request and provision of any corresponding quotes , 470 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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, , , 101.7590000000 , 14:55:28 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 101.7770000000 Volume weighted transaction price , 101.7770000000 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 96.1600000000 , 10:46:16 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.1600000000 Volume weighted transaction price , 96.1600000000 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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, , , 97.6590000000 , 15:40:47 , 44000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US17275RBJ05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.0660000000 , 13:20:10 , 20000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967FT34 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, , , 101.9020000000 , 13:52:06 , 35000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US2027A1JY48 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636AAD37 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 , 393 Median time elapsed (secs) between request and provision of any corresponding quotes , 393 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US25243YAY59 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US30231GAV41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CA64 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 , 25500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 , 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 , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966TJA16 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, , , 89.6268000000 , 16:41:29 , 275000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 275000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 275000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 92 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCD66 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, , , 91.8870000000 , 17:44:57 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44891CAV54 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US48126HAA86 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 101.3750000000 , 19:22:00 , 20000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAS51 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, , , 99.2670000000 , 12:54:01 , 7000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 7000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 7000.000000 Median size of all orders or requests for quote , 18500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAB92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US59156RBM97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.1070000000 , 14:07:39 , 26000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BA18 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BQ69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 110000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.9200000000 , 14:47:16 , 40000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557DAY76 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, , , 98.2660000000 , 10:47:42 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XAP06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.3710000000 , 13:47:52 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718EQ89 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BJ90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 101.8500000000 , 14:37:51 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 101.8600000000 Volume weighted transaction price , 101.8577777778 Highest executed price , 101.8800000000 Lowest executed price , 101.8500000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 270000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 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 , 43 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAA17 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 193 Median time elapsed (secs) between request and provision of any corresponding quotes , 193 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US83367TBG31 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, , , 99.9760000000 , 16:18:51 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89114QBE70 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, , , 99.8890000000 , 14:34:19 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828R366 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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 , 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AB73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AJ00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0861594652 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1073127901 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1196373507 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, , , 100.7370000000 , 10:04:28 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1372838083 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1396285279 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, , , 99.3700000000 , 13:47:11 , 1100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1483161631 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, , , 95.7900000000 , 14:26:14 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1499604905 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, 97.2500000000 , 300000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778008 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 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, , , 98.3500000000 , 16:14:36 , 600000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948675 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 , 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 , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1917574755 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 , 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 , 1125000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1917590876 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1917590959 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 , 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1917601582 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285450449 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 103.4790000000 , 09:40:07 , 40000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A14KJE8 Written description of financial instrument , Instrument Classification , DTVUGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZB1B8X8QTN7 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, , , 84.0000000000 , 14:46:03 , 8000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011289230 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013176302 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, , , 101.2070000000 , 12:22:33 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013210416 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013320033 Written description of financial instrument , Instrument Classification , DBFJFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , FR0013385473 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 , 100.2162500000 Volume weighted transaction price , 100.2145250000 Highest executed price , 100.2500000000 Lowest executed price , 100.2000000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 4000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1050000.000000 Median size of all orders or requests for quote , 1050000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AX89 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 , 19500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578AAA60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAA13 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 , 237 Median time elapsed (secs) between request and provision of any corresponding quotes , 237 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.9510000000 , 11:07:19 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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, , , 100.9500000000 , 15:54:04 , 400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHF90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAG08 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.0140000000 , 13:33:47 , 1100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 98.7700000000 Volume weighted transaction price , 98.7750000000 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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, , , 101.7120000000 , 15:14:00 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 260000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US09062XAC74 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.8120000000 , 14:30:09 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 31 Median time elapsed (secs) between acceptance and execution , 31 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2E17 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US166764BG48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JZ57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 , 366 Median time elapsed (secs) between request and provision of any corresponding quotes , 366 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US26441CAR60 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US30231GAV41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XW88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BQ12 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, , , 99.8800000000 , 11:19:52 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US437076BV39 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2204500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US44932HAK95 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, , , 100.0030000000 , 13:56:02 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US44987DAG16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US456837AG88 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 , 380 Median time elapsed (secs) between request and provision of any corresponding quotes , 380 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.6070000000 , 13:42:56 , 90000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CE22 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US501044CZ28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.8740000000 , 15:38:16 , 15000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AT62 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, , , 95.0600000000 , 10:16:31 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MEX83 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, , , 98.7900000000 , 16:16:56 , 27000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AS32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US65535HAG48 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US686330AK78 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, , , 95.3640000000 , 15:35:23 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 130000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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, , , 97.1510000000 , 11:04:44 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 740000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80105NAG07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAU70 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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, , , 95.6460000000 , 15:34:50 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBC38 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828M987 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG06905AD83 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, , , 99.5150000000 , 15:20:12 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG4639DVV48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AM39 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, , , 96.1600000000 , 15:32:45 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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, , , 99.7710000000 , 16:29:25 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU07264AD38 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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, , , 100.4210000000 , 14:13:40 , 240000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0361244667 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0805500062 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, , , 101.0800000000 , 10:47:34 , 50000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, 97.1700000000 , 500000.0000000000 , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0996734868 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1369250755 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1517174626 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, , , 96.0710000000 , 09:35:04 , 2500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2500000.000000 Median size of all orders or requests for quote , 2500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1574667124 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, , , 100.0700000000 , 14:11:25 , 3600000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1587935559 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, , , 100.0700000000 , 15:29:36 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1595704872 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, , , 99.2420000000 , 09:40:07 , 30000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1622630132 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1723613581 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, , , 99.6980000000 , 12:19:59 , 3500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2625000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785340172 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1843450138 Written description of financial instrument , Instrument Classification , DAVXFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.0300000000 , 11:10:10 , 1400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0350000000 , 15:13:42 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0325000000 Volume weighted transaction price , 100.0339062500 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 , 6400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 3200000.000000 Median size of all orders or requests for quote , 3200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1914502304 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 , 4 Number of transactions executed , 1 Total value of transactions executed , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 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 , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1914502643 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 , 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 , 1550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1914503021 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1917590876 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 , 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 , 2125000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1917601582 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 , 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 , 1075000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1917614569 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 , 100.0075000000 Volume weighted transaction price , 99.9979850746 Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 2 Total value of transactions executed , 3350000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 1675000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285450449 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , , 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 , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ1C3ZY2JCR6 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, , , 11.0000000000 , 15:48:38 , 255654.0000000000 , 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 , 3788 Median time elapsed (secs) between request and provision of any corresponding quotes , 3788 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ21LXRXK226 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, , , 10.0000000000 , 15:46:47 , 2081443.0000000000 , 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 , 3675 Median time elapsed (secs) between request and provision of any corresponding quotes , 3675 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4T34HQDF09 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, , , 16.5000000000 , 15:58:22 , 1830588.0000000000 , 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 , 4370 Median time elapsed (secs) between request and provision of any corresponding quotes , 4370 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5F9MQH2C52 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, , , 22.5000000000 , 13:34:18 , 5000000.0000000000 , RFQ , , Voice , 15:30, , , 19.0000000000 , 15:59:31 , 5263358.0000000000 , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 20.7500000000 Volume weighted transaction price , 20.7050949601 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 , 10263358.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5131679.000000 Median size of all orders or requests for quote , 5131679.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 2507 Median time elapsed (secs) between request and provision of any corresponding quotes , 2507 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7V95LN10J0 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, , , 14.0000000000 , 15:53:05 , 1137884.0000000000 , 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 , 4054 Median time elapsed (secs) between request and provision of any corresponding quotes , 4054 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ8CN8YSNP98 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, , , 11.5000000000 , 15:50:10 , 932000.0000000000 , 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 , 3880 Median time elapsed (secs) between request and provision of any corresponding quotes , 3880 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZVMCCXM5Z39 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, , , 12.5000000000 , 15:51:55 , 2488691.0000000000 , 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 , 3985 Median time elapsed (secs) between request and provision of any corresponding quotes , 3985 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011289230 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013216892 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.8500000000 , 11:27:21 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 95.9200000000 , 13:26:23 , 565000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , FR0013385473 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11029718C3 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747751J85 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 , 103 Median time elapsed (secs) between request and provision of any corresponding quotes , 103 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747971JB5 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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 , -0.2566666667 Volume weighted transaction price , -0.2595602294 Highest executed price , -0.2500000000 Lowest executed price , -0.2600000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 52300000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RAZ55 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 332500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00507VAH24 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.2090000000 , 12:58:45 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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 , 31000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 166000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.0160000000 , 12:06:00 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LFY92 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, 97.5290000000 , 250000.0000000000 , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 103.2800000000 , 14:17:11 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , 103.1830000000 , 16:27:46 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 103.2315000000 Volume weighted transaction price , 103.2107142857 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 , 700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 350000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 18 Median time elapsed (secs) between acceptance and execution , 18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.1100000000 , 14:57:45 , 1500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05579JAJ79 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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, , , 100.1250000000 , 14:08:56 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 47500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHH56 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, , , 99.6220000000 , 13:34:51 , 12000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06739FJK84 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US166764BG48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KA87 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 25000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 , 70000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 91500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 , 245 Median time elapsed (secs) between request and provision of any corresponding quotes , 245 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5E95 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045VAG59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 93.9910000000 , 17:36:05 , 105000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US44932HAM51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 6700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 6700000.000000 Median size of all orders or requests for quote , 3410000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US459200JQ56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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, , , 98.4700000000 , 16:15:49 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HNX43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.3360000000 , 13:28:36 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50076QAZ90 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, , , 98.4470000000 , 12:06:40 , 454000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557CAY93 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 206 Median time elapsed (secs) between request and provision of any corresponding quotes , 206 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.1100000000 , 12:45:29 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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, , , 98.5000000000 , 10:32:20 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.9000000000 , 15:43:00 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.7000000000 Volume weighted transaction price , 98.6333333333 Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 5 Number of transactions executed , 2 Total value of transactions executed , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BJ90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 497500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAU70 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BP60 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 , 361 Median time elapsed (secs) between request and provision of any corresponding quotes , 361 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BS00 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, , , 96.6170000000 , 12:32:00 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBE93 Written description of financial instrument , Instrument Classification , DBVXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 656500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828WS57 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN1384FAA32 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 15000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN4580HAA51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.3670000000 , 10:46:55 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AS71 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, , , 97.2420000000 , 16:00:54 , 400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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, , , 99.1340000000 , 15:51:50 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.6220000000 , 13:10:40 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY48585BE59 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0213972614 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0462999573 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, , , 104.4800000000 , 10:41:54 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0497187640 Written description of financial instrument , Instrument Classification , DTFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 107.2070000000 , 14:57:10 , 80000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0619706657 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, , , 106.8530000000 , 13:25:01 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0763122578 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, , , 100.8930000000 , 12:19:27 , 530000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0798555537 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0800572454 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0934191114 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0989359756 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1072402925 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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, , , 102.7000000000 , 10:20:34 , 7000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1143333109 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, , , 101.0300000000 , 13:46:39 , 1600000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1517174626 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 , , 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 , 10000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 10000000.000000 Median size of all orders or requests for quote , 5200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520897163 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, , , 100.3400000000 , 13:13:46 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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, , , 96.3200000000 , 12:59:30 , 3775000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1616407869 Written description of financial instrument , Instrument Classification , DTZUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1633845158 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, , , 94.3980000000 , 15:06:06 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1651444140 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, , , 97.3000000000 , 14:57:11 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1693818285 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1733878810 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.1890000000 , 16:39:34 , 5000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1799039976 Written description of financial instrument , Instrument Classification , DTVXGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1822824642 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, , , 100.2640000000 , 16:26:46 , 5000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1828032513 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, , , 100.4200000000 , 11:05:11 , 4430000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.4200000000 Volume weighted transaction price , 100.4200000000 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 , 4880000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2440000.000000 Median size of all orders or requests for quote , 7215000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1856041287 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, , , 99.3900000000 , 11:18:25 , 3500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3500000.000000 Median size of all orders or requests for quote , 2750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1862437909 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1914502304 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 , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1917614569 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19SQ4 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, , , 100.1000000000 , 11:11:22 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0950000000 Volume weighted transaction price , 100.0907407407 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 , 13500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 6750000.000000 Median size of all orders or requests for quote , 6750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19TX8 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, , , 97.0610000000 , 09:33:42 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.9825000000 Volume weighted transaction price , 96.9402307692 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 , 13000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 6500000.000000 Median size of all orders or requests for quote , 6500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ48NCFC4TK4 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, , , 75.1000000000 , 16:25:19 , 2500000.0000000000 , 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 , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5L8V0TNST4 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, , , 100.9500000000 , 16:28:18 , 1500000.0000000000 , 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 , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7WRXHJP774 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, , , 46.6000000000 , 16:20:11 , 5000000.0000000000 , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 47.3000000000 Volume weighted transaction price , 47.3000000000 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 , 10000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011224963 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011565555 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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, , , 102.7450000000 , 15:12:13 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013250685 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, , , 99.3150000000 , 09:33:30 , 27000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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, , , , , , RFQ , , Electronic , 13:30, , , 99.9500000000 , 15:11:26 , 5200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023951JC0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051201E91 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103031991 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11030419A9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103061A36 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103321DC2 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103441G98 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200691457 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201101944 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, , , 120.4320000000 , 14:50:21 , 20000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201201A88 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201381C70 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300381D38 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, , , 124.3720000000 , 12:46:12 , 10000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300411DC2 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, , , 122.3510000000 , 14:50:21 , 10000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747991JC1 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, , , 106.1500000000 , 17:02:11 , 3400000.0000000000 , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 72.2877142857 Volume weighted transaction price , 52.3273142584 Highest executed price , 106.1500000000 Lowest executed price , -0.1750000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 7 Number of transactions executed , 7 Total value of transactions executed , 105003400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP525022AF68 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP548400AG61 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RAZ55 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.5280000000 , 14:11:56 , 118000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.5245000000 Volume weighted transaction price , 100.5239605735 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 , 279000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 139500.000000 Median size of all orders or requests for quote , 120000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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 , 85000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAB95 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAC97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAG08 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.0500000000 , 16:21:32 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAN58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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, , , 98.1000000000 , 12:46:39 , 650000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2E17 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, , , 96.8000000000 , 14:45:06 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.2100000000 , 13:00:26 , 358000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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, , , 97.8290000000 , 14:53:16 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAF30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US23636TAC45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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, , , 97.3500000000 , 14:58:40 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 , 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 75 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAM51 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.1260000000 , 14:06:25 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAL15 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.9960000000 , 14:27:34 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HNX43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.2760000000 , 13:23:52 , 18000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50077LAJ52 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.2400000000 , 13:20:44 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AS89 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAM71 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.2050000000 , 13:21:35 , 60000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US63859WAF68 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAA05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAD44 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.2670000000 , 13:25:52 , 94000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BD21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 94.7290000000 , 20:00:17 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 167 Median time elapsed (secs) between request and provision of any corresponding quotes , 167 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 287 Median time elapsed (secs) between request and provision of any corresponding quotes , 287 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BW12 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 , 736 Median time elapsed (secs) between request and provision of any corresponding quotes , 736 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254BJ86 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 , 495000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 245 Median time elapsed (secs) between request and provision of any corresponding quotes , 245 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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 , 432 Median time elapsed (secs) between request and provision of any corresponding quotes , 432 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128282A70 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 , 142 Median time elapsed (secs) between request and provision of any corresponding quotes , 142 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828U659 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828V988 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828W895 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , USF2R125AH86 Written description of financial instrument , Instrument Classification , DTFSGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ45174AF61 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USP68059AA57 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ0426RND62 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USQ2693DBV21 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBK37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.0940000000 , 13:54:59 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.4130000000 , 15:59:33 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.1150000000 , 17:21:55 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0970695572 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1069539374 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1075963485 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1203851941 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, , , 99.9500000000 , 12:27:45 , 3500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1219462543 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1266660122 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1377855363 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 , 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 , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1437622548 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485603408 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 , 18 Median time elapsed (secs) between acceptance and execution , 18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1617702052 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1645495349 Written description of financial instrument , Instrument Classification , DGFQFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1711550290 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1731105612 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, , , 95.0500000000 , 10:11:34 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785340172 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1799061558 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1862437909 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910947941 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, , , 100.0020000000 , 13:52:38 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , 100.0020000000 , 15:32:30 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0020000000 Volume weighted transaction price , 100.0020000000 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-11-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1917601582 Written description of financial instrument , Instrument Classification , DBVNGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DB7XJJ2 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 , 40000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 97 Median time elapsed (secs) between request and provision of any corresponding quotes , 97 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19TA6 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, , , 96.7700000000 , 10:03:27 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ48NCFC4TK4 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 , 397 Median time elapsed (secs) between request and provision of any corresponding quotes , 397 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7YP3N1DXW9 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, , , 96.0000000000 , 16:37:36 , 300000.0000000000 , 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 , 3178 Median time elapsed (secs) between request and provision of any corresponding quotes , 3178 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011502830 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0012173144 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013139482 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, 94.8080000000 , 200000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013251329 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, , , 96.3950000000 , 15:08:01 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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, , , 1.6500000000 , 10:33:18 , 7700000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013357860 Written description of financial instrument , Instrument Classification , DBFNDB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023711GC4 Written description of financial instrument , Instrument Classification , DBFTFM 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023811HA4 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747281HC1 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747971JB5 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 , -0.1500000000 Volume weighted transaction price , -0.1500000000 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 , 32500000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 16250000000.000000 Median size of all orders or requests for quote , 16250000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 , 210000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCL42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAQ50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.8560000000 , 12:39:34 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 95.7670000000 , 15:38:48 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 0 Median time elapsed (secs) between acceptance and execution , 0 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 102.6820000000 , 16:25:39 , 32000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 32000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 32000.000000 Median size of all orders or requests for quote , 30000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.1290000000 , 13:22:44 , 150000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LFY92 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, , , 97.3880000000 , 15:35:51 , 10000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LXH67 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, , , 99.7800000000 , 11:11:15 , 175000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 3800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05579JAJ79 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, , , 97.9000000000 , 11:01:14 , 750000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 750000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 750000.000000 Median size of all orders or requests for quote , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US060505ED21 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 , , Electronic , 11:30, , , 97.3750000000 , 13:14:58 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 10000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 10000.000000 Median size of all orders or requests for quote , 55000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 527 Median time elapsed (secs) between request and provision of any corresponding quotes , 527 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 59 Median time elapsed (secs) between request and provision of any corresponding quotes , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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, , , 101.5990000000 , 16:16:33 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2E17 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HT16 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KG57 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, , , 95.4790000000 , 15:00:03 , 9000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 94.8210000000 , 15:15:35 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCT63 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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, , , 97.3370000000 , 12:43:44 , 2000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 , 320000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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, , , 100.1070000000 , 16:52:12 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US30231GAV41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.9130000000 , 15:08:10 , 77000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 77000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 77000.000000 Median size of all orders or requests for quote , 65500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397XW88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XBD75 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.4530000000 , 14:27:47 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US37045XCD66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AV16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAK95 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0150000000 , 15:07:08 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.9290000000 , 12:31:53 , 8000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 163 Median time elapsed (secs) between request and provision of any corresponding quotes , 163 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 80000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AA24 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US654106AC78 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAA05 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 , 880000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAD08 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, , , 101.7000000000 , 13:05:52 , 25000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBA28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.3080000000 , 15:14:11 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 150000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 136500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718EQ89 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 101.6230000000 , 12:30:29 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 175000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 175 Median time elapsed (secs) between request and provision of any corresponding quotes , 175 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US855244AD16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828M987 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828RC60 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TM29 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.0760000000 , 16:38:53 , 350000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CBK37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCZ96 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BJ45 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0462999573 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, , , 104.4300000000 , 15:24:14 , 600000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0497187640 Written description of financial instrument , Instrument Classification , DTFGFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0805500062 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 205000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0950055359 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, , , 112.7600000000 , 11:24:35 , 2100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1107562594 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1120649584 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1253849357 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1301773799 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1391085740 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555809927 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1602313279 Written description of financial instrument , Instrument Classification , DYFXXR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1622624242 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 , 192 Median time elapsed (secs) between request and provision of any corresponding quotes , 192 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 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 , 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1718316281 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1782508508 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, , , 98.5220000000 , 12:39:38 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1831163396 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, , , 99.7460000000 , 09:54:42 , 450000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1840618059 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1883263151 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.4760000000 , 10:22:14 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769 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, , , 98.4640000000 , 14:47:53 , 23000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893632221 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1909186451 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948675 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1917601582 Written description of financial instrument , Instrument Classification , DBVNGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102390 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 , 28640 Median time elapsed (secs) between request and provision of any corresponding quotes , 28640 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A13SL34 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, , , 104.9240000000 , 14:34:39 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , DE000A2TSTD0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , DE000A2TSTE8 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , DE000A2TSTF5 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 , 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 , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , DE000A2TSTG3 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 4000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 4000000.000000 Median size of all orders or requests for quote , 2450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ36QLS5M6Q4 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, , , 99.9440000000 , 16:55:28 , 1000000.0000000000 , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7620000000 Volume weighted transaction price , 99.5801212929 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 , 3001000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1500500000.000000 Median size of all orders or requests for quote , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 1213 Median time elapsed (secs) between request and provision of any corresponding quotes , 1213 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ3YJ2SVZGG3 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, , , 119.1000000000 , 13:42:25 , 5000000.0000000000 , 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 , 764 Median time elapsed (secs) between request and provision of any corresponding quotes , 764 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4T6F50DFT0 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, , , 83.0000000000 , 14:22:47 , 8500000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013131877 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 , 172 Median time elapsed (secs) between request and provision of any corresponding quotes , 172 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013324324 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023761H57 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11029718C3 Written description of financial instrument , Instrument Classification , DBFTFM 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, , , 100.3722000000 , 13:40:25 , 50000000.0000000000 , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 101.0230666667 Volume weighted transaction price , 100.0580857580 Highest executed price , 102.6560000000 Lowest executed price , 100.0410000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 3265000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 5000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103521JA8 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, , , 100.3280000000 , 13:33:13 , 900000000.0000000000 , RFQ , , Electronic , 15:30, , , 100.3790000000 , 15:32:16 , 50000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.3535000000 Volume weighted transaction price , 100.3306842105 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 , 950000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 475000000.000000 Median size of all orders or requests for quote , 475000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200721494 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747981JB4 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, , , 106.9000000000 , 15:52:03 , 1000000.0000000000 , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 70.0087000000 Volume weighted transaction price , -0.1445711251 Highest executed price , 106.9000000000 Lowest executed price , -0.1810000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 6 Number of transactions executed , 6 Total value of transactions executed , 30010100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 4350000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCM25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US02209SAL79 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WCQ24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874CU91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833CC25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBP28 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, , , 101.8400000000 , 13:55:05 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QCD88 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, , , 96.2330000000 , 13:34:58 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LXH67 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AG38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06120TAA60 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 95.5000000000 , 10:15:57 , 540000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 540000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 540000.000000 Median size of all orders or requests for quote , 540000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 64500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2E17 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US143658BA91 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US14913Q2Q11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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, , , 97.7170000000 , 15:25:34 , 36000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967JM45 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, , , 95.0000000000 , 21:20:29 , 150000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KA87 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LM17 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, , , 95.9760000000 , 16:31:23 , 326000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDD65 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US24023NAA00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152RXA66 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 , 107000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US25243YAY59 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US277432AQ36 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.9500000000 , 15:15:57 , 35000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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, , , 90.0200000000 , 15:52:07 , 40000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 40000.000000 Median size of all orders or requests for quote , 170000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US437076BV39 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.9340000000 , 15:47:52 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAK95 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0120000000 , 15:11:24 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US449786AY82 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US455780CE46 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , US455780CJ33 Written description of financial instrument , Instrument Classification , DBFTGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAL15 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, 98.0330000000 , 5000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HNX43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.2270000000 , 12:50:49 , 5000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 98.3605000000 Volume weighted transaction price , 98.4333181818 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 , 22000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 11000.000000 Median size of all orders or requests for quote , 58500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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, , , 101.8100000000 , 15:03:36 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BN30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50076QAZ90 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918AW47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BP86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BQ69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AF11 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, , , 101.2310000000 , 14:33:56 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AQ75 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAM07 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, , , 97.0600000000 , 14:42:26 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US716743AD16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US745867AX94 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 , 151000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 101.1120000000 , 15:12:40 , 49000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80105NAG07 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, , , 101.6770000000 , 14:30:03 , 80000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAV53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.0020000000 , 17:12:38 , 2700000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US87020PAG28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAD66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214DT74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF12033TM29 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.0240000000 , 14:05:28 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG2120QAC09 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG22004AE89 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG4690AAB38 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8201NAG72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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, , , 100.7720000000 , 12:19:02 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 250000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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, , , 100.2570000000 , 16:00:34 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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, , , 99.1290000000 , 15:26:53 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BN56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7080000000 , 13:17:34 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.4780000000 , 13:17:55 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY1391CAJ00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY47606AE16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY7140WAA63 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0462999573 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, , , 104.4100000000 , 16:51:48 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0715437140 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, , , 104.7300000000 , 16:50:18 , 1625000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0867612466 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0955024236 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.5600000000 , 10:47:31 , 1900000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1301773799 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1372838240 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1431266920 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1432493879 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 900000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 900000.000000 Median size of all orders or requests for quote , 650000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520897163 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, , , 100.3600000000 , 16:48:23 , 313000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 313000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 313000.000000 Median size of all orders or requests for quote , 313000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.5460000000 , 16:51:11 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778008 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, , , 88.4000000000 , 12:53:17 , 3050000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3050000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3050000.000000 Median size of all orders or requests for quote , 1775000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1673684509 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684384511 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1696899035 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1715353105 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, , , 100.1120000000 , 10:28:10 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1717768219 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 , 101 Median time elapsed (secs) between request and provision of any corresponding quotes , 101 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1733841735 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1782508508 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1830992563 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, , , 98.9900000000 , 10:44:54 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1852235586 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1909186451 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, , , 101.6510000000 , 13:00:01 , 2300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2300000.000000 Median size of all orders or requests for quote , 1600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0237915 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DB5DCS4 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023791H85 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , -0.1605000000 Volume weighted transaction price , -0.1605000000 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 , 3200000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1600000000.000000 Median size of all orders or requests for quote , 1600000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103021976 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 , -0.1550000000 Volume weighted transaction price , -0.1550000000 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 , 14800000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 7400000000.000000 Median size of all orders or requests for quote , 7400000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300471F60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747281HC1 Written description of financial instrument , Instrument Classification , DBZTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747881JA8 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LFY92 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, 97.3310000000 , 136000.0000000000 , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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, , , 96.7550000000 , 10:54:46 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2E17 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, , , 96.7140000000 , 15:33:07 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDD65 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, , , 100.5490000000 , 10:03:39 , 15000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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, , , 97.4060000000 , 12:15:37 , 23000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5D13 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAB92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AK72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AM39 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0496281618 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0800825845 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0805885349 Written description of financial instrument , Instrument Classification , DTFXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0990109240 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1073127901 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 , 18 Median time elapsed (secs) between acceptance and execution , 18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1075963485 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 , 280000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.5600000000 , 09:51:13 , 4100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1268496640 Written description of financial instrument , Instrument Classification , DBFXGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 103.4000000000 , 15:10:40 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1292389415 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1375956569 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1513739760 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1555076162 Written description of financial instrument , Instrument Classification , DTFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1576838376 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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, , , 93.9300000000 , 11:04:08 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1681539539 Written description of financial instrument , Instrument Classification , DTFXGB Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684385591 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1729876059 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785340172 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 , 1550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1903485800 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948675 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0237915 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3FN0030128 Written description of financial instrument , Instrument Classification , DBVNFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3FN0032470 Written description of financial instrument , Instrument Classification , DBVXFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 102.8500000000 , 12:03:25 , 3000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19TA6 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19TX8 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 , 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 , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ21TFFM0G53 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, , , 115.5000000000 , 09:36:41 , 1500000.0000000000 , 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 , 3519 Median time elapsed (secs) between request and provision of any corresponding quotes , 3519 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011317783 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013357860 Written description of financial instrument , Instrument Classification , DBFNDB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051371JA0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP12005311C3 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1200851630 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300381D38 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, , , 124.8430000000 , 14:51:13 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1748001JC8 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 , -0.1750000000 Volume weighted transaction price , -0.1750000000 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 , 50000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 25000000000.000000 Median size of all orders or requests for quote , 25000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCM25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAQ50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.0230000000 , 12:33:13 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 15000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 15000.000000 Median size of all orders or requests for quote , 70000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162BW91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AL09 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, , , 96.8540000000 , 13:58:26 , 5000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 5000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 5000.000000 Median size of all orders or requests for quote , 102500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AR12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.3710000000 , 12:10:14 , 25000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05584KAE82 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, , , 96.9700000000 , 10:45:18 , 6000000.0000000000 , 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 , 289 Median time elapsed (secs) between request and provision of any corresponding quotes , 289 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AH11 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHH56 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, , , 99.3060000000 , 14:29:05 , 15000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.3060000000 Volume weighted transaction price , 99.3060000000 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 , 40000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 20000.000000 Median size of all orders or requests for quote , 15000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAG08 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.0000000000 , 10:38:25 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 102000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2D34 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US134429BG35 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Inflation Cap/floor , US172967JK88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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, , , 96.6590000000 , 13:20:17 , 65000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US19416QEA40 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.0890000000 , 17:10:17 , 96000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 34500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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, , , 96.3440000000 , 16:15:14 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152RXA66 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, , , 90.7330000000 , 15:32:32 , 30000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154BZ10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154CA59 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 44000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397YP29 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966TJA16 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, , , 89.7391000000 , 17:35:11 , 800000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 173 Median time elapsed (secs) between request and provision of any corresponding quotes , 173 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US437076BV39 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US444859BD30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAM51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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, , , 99.3000000000 , 10:28:56 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 12000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAP18 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 , 27500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAV85 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, , , 98.7120000000 , 15:14:09 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BT00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CD49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CK81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944VAQ23 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 , , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BQ69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 79500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AS32 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, , , 99.7250000000 , 11:17:16 , 40000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAJ82 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557CAJ27 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, , , 101.6680000000 , 15:06:50 , 3900000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US73928RAA41 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 , 475000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718EP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718EQ89 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US74977SDE90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.9600000000 , 16:19:21 , 15000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US83368RAL69 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US855244AD16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAW01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US88579YAF88 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828H524 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828NT32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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, , , 101.6220000000 , 15:14:06 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AB73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.9260000000 , 10:13:09 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AJ00 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AK72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0361244667 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 108.0820000000 , 17:18:31 , 450000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0829317832 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, 101.7000000000 , 500000.0000000000 , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0856023147 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, , , 101.4100000000 , 12:29:53 , 4786000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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, , , 102.6000000000 , 13:16:34 , 125000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1207170736 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1268496640 Written description of financial instrument , Instrument Classification , DBFXGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1394244252 Written description of financial instrument , Instrument Classification , DTFXAR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1432493879 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1565064273 Written description of financial instrument , Instrument Classification , DBFXGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 1200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1200000.000000 Median size of all orders or requests for quote , 975000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1633845158 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1733878810 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 86.9500000000 Volume weighted transaction price , 86.9500000000 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 , 700000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 350000.000000 Median size of all orders or requests for quote , 350000.000000 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 , 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785340172 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1811212890 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1825879825 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, , , 100.6200000000 , 10:05:33 , 600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1882544627 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1887493309 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, , , 99.2500000000 , 11:00:24 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1890684688 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1903485800 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1917614569 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102457 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001141786 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A2G8VS7 Written description of financial instrument , Instrument Classification , DTVUGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.0100000000 , 15:55:09 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.0260000000 Volume weighted transaction price , 100.0382352941 Highest executed price , 100.0580000000 Lowest executed price , 100.0100000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 8500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2500000.000000 Median size of all orders or requests for quote , 2500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE000A2TSTD0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE000A2TSTF5 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 , 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 , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ4CCKRLS9L0 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, , , 103.0000000000 , 12:45:26 , 2000000.0000000000 , 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 , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5L8V0TNST4 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, , , 98.5000000000 , 09:49:51 , 139000.0000000000 , RFQ , , Voice , 11:30, , , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 64.5500000000 Volume weighted transaction price , 32.8802850930 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 , 4139000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2069500.000000 Median size of all orders or requests for quote , 4000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZNL855ZLMK2 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, , , 69.1000000000 , 12:47:48 , 2000000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 71.5500000000 Volume weighted transaction price , 71.5500000000 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 , 4000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2000000.000000 Median size of all orders or requests for quote , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 103 Median time elapsed (secs) between request and provision of any corresponding quotes , 103 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0012602753 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013201613 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, , , 100.1550000000 , 10:45:56 , 7700000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.4730000000 , 14:36:30 , 2667000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2667000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 2667000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013323722 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013365855 Written description of financial instrument , Instrument Classification , DTFOFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051161DC4 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747891JA7 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 , -0.0366666667 Volume weighted transaction price , -0.1918181818 Highest executed price , 0.3900000000 Lowest executed price , -0.2500000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 22000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10000000000.000000 Median size of all orders or requests for quote , 10000000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1748001JC8 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 , 49.9550750000 Volume weighted transaction price , 49.9551642857 Highest executed price , 100.0893000000 Lowest executed price , -0.1779000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 70000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 17500000000.000000 Median size of all orders or requests for quote , 17500000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1748011JC7 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, , , 100.2500000000 , 12:50:52 , 1897000.0000000000 , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1480000000 Volume weighted transaction price , 100.0460690816 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 , 5601897000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 2800948500.000000 Median size of all orders or requests for quote , 15300000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP322860AG80 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP575214BE95 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RAZ55 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.4830000000 , 13:44:57 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.4410000000 Volume weighted transaction price , 100.4736666667 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 , 450000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 225000.000000 Median size of all orders or requests for quote , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RCM25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US00206RFZ01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.2410000000 , 14:49:46 , 74000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.1610000000 , 13:51:46 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 221 Median time elapsed (secs) between request and provision of any corresponding quotes , 221 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US075887BV02 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659W2A13 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, , , 95.9260000000 , 14:17:42 , 1180000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US12634GAA13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , 97.8640000000 , 13:50:01 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225401AH17 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, , , 98.6022000000 , 18:04:40 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 127 Median time elapsed (secs) between request and provision of any corresponding quotes , 127 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US251525AV32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152RXA66 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, , , 90.4150000000 , 16:02:21 , 35000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397WK59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US377373AD71 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US437076BV39 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAK95 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.0670000000 , 12:22:47 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.6540000000 , 15:06:31 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US50066CAK53 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US50066CAM10 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 , 2 Median time elapsed (secs) between acceptance and execution , 2 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US50076QAZ90 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, , , 98.7030000000 , 14:18:47 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US58013MFE93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BY93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US60687YAG44 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, , , 91.7200000000 , 15:13:36 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AN51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.2890000000 , 17:00:20 , 14000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US654106AC78 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBA28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBK00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 165000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718EP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718EV74 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 , 1900000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582BS00 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, , , 96.6740000000 , 13:21:14 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88032XAD66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US90352JAD54 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 , 2000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828P469 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, , , 92.2109375000 , 14:30:05 , 1500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746RW34 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.5190000000 , 13:08:17 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214DX86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , 97.9360000000 , 14:18:58 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8201JAB73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH3698DBT03 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , 99.0640000000 , 15:52:56 , 4600000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH7220NAF71 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4599LAJ10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , 96.9470000000 , 14:39:04 , 6000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , 96.4410000000 , 13:25:53 , 920000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN39427FV17 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.3650000000 , 14:27:37 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN6000LAC92 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.2330000000 , 13:14:44 , 1560000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , 98.7860000000 , 17:06:34 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0815939656 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.1500000000 , 15:14:43 , 6500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1650000000 Volume weighted transaction price , 100.1644000000 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 , 12500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 6250000.000000 Median size of all orders or requests for quote , 6000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 , 150000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1508842256 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1599109896 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1626933102 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1711039591 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1718991414 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 700000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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, , , 98.8700000000 , 11:21:33 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1787278008 Written description of financial instrument , Instrument Classification , DTVOFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1788513734 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 , 6 Median time elapsed (secs) between acceptance and execution , 6 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.8100000000 , 09:36:10 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1903485800 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1909186451 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, , , 102.2090000000 , 12:51:06 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910947941 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, , , 99.7710000000 , 11:32:31 , 800000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102457 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19TX8 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, , , 97.2730000000 , 12:11:10 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5Q0XTY4YK4 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, , , 130.0000000000 , 10:38:16 , 1000000.0000000000 , 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 , 2081 Median time elapsed (secs) between request and provision of any corresponding quotes , 2081 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011502830 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747851J92 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, , , -0.1540000000 , 14:07:21 , 1100000000.0000000000 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747931JB9 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1748011JC7 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, -0.2250000000 , 500000000.0000000000 , , , , RFQ , , Voice , 13:30, , , , , , RFQ , , Voice , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , -0.2250000000 Volume weighted transaction price , -0.2250000000 Highest executed price , -0.2250000000 Lowest executed price , -0.2250000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 44000000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 9250000000.000000 Median size of all orders or requests for quote , 9250000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 78 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US00084DAS99 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05565QBP28 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, , , 102.3030000000 , 13:01:37 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LFY92 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, , , 97.4970000000 , 10:29:25 , 150000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 127 Median time elapsed (secs) between request and provision of any corresponding quotes , 127 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GEU94 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAW57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 98.5450000000 , 14:33:58 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09681MAA62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US166764BG48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.5600000000 , 16:31:05 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 125000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KG57 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 , 804500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US21684AAA43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAE16 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 97.4070000000 , 12:17:30 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R2Y86 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 , 135 Median time elapsed (secs) between request and provision of any corresponding quotes , 135 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US375558BM47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 92.4180000000 , 13:32:18 , 121000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AV16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US45112FAG19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US455780CE46 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BM56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.2250000000 , 14:27:23 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AR07 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 , 129 Median time elapsed (secs) between request and provision of any corresponding quotes , 129 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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, , , 105.1000000000 , 15:03:01 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US59156RBM97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 140 Median time elapsed (secs) between request and provision of any corresponding quotes , 140 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 98.0030000000 , 16:58:41 , 2000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 310 Median time elapsed (secs) between request and provision of any corresponding quotes , 310 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 1155000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 1155000.000000 Median size of all orders or requests for quote , 1155000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 100.5100000000 , 14:43:39 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 150000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 150000.000000 Median size of all orders or requests for quote , 135000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 96.2180000000 , 16:49:55 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80105NAG07 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, , , 101.5200000000 , 16:24:13 , 800000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 425000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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, , , 99.4920000000 , 13:58:43 , 4000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.4920000000 Volume weighted transaction price , 99.4920000000 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 , 64000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 32000.000000 Median size of all orders or requests for quote , 50000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US816851BG34 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAT71 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 , 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US961214EA74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 98.6280000000 , 10:30:59 , 5000000.0000000000 , 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 , 5000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 3500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 96.7780000000 , 14:01:45 , 25000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN4580HAA51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.0430000000 , 14:04:14 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 97.0170000000 , 14:39:54 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 102.6800000000 , 14:04:17 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 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, , , 99.1770000000 , 12:50:21 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4822WCS71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0861594652 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0878010718 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0902330769 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0923450414 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1001749107 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, 105.7400000000 , 1000000.0000000000 , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 105.7700000000 Volume weighted transaction price , 105.7600000000 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 , 1500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 750000.000000 Median size of all orders or requests for quote , 750000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1018032950 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1073127901 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 , 6 Median time elapsed (secs) between acceptance and execution , 6 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1079720212 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1086900898 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1112841561 Written description of financial instrument , Instrument Classification , DAFXBR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1202242712 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 100.1800000000 , 12:18:24 , 6501000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.1800000000 Volume weighted transaction price , 100.1800000000 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 , 12501000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 6250500.000000 Median size of all orders or requests for quote , 6250500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1319652902 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1377680381 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1492671158 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589748356 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1615065320 Written description of financial instrument , Instrument Classification , DTVXGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1616341829 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 , 142 Median time elapsed (secs) between request and provision of any corresponding quotes , 142 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1637333748 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1673684509 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1808737594 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, , , 98.8000000000 , 14:24:57 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1852235586 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 , 3 Number of transactions executed , 1 Total value of transactions executed , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1893631769 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1903485800 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6243180666 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, , , 102.0500000000 , 11:34:39 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285450449 Written description of financial instrument , Instrument Classification , DTVNFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE000A2TSTF5 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011485051 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , IT0005199267 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1748011JC7 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 , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 97.9120000000 , 15:54:12 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 3 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAQ50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 96.0690000000 , 13:21:39 , 50000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAB95 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.4030000000 , 14:55:08 , 2500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAC97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06120TAA60 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAW57 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 95.3000000000 , 13:52:14 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , 95.3150000000 , 16:34:37 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 95.3075000000 Volume weighted transaction price , 95.3025000000 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 , 1200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 600000.000000 Median size of all orders or requests for quote , 600000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US20259BAA98 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 , 715000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 191 Median time elapsed (secs) between request and provision of any corresponding quotes , 191 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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 , 254 Median time elapsed (secs) between request and provision of any corresponding quotes , 254 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAC59 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US225433AM38 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAG41 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, , , 100.0100000000 , 10:16:25 , 1165000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 95.5820000000 , 14:33:04 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5D13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 9900000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 9900000.000000 Median size of all orders or requests for quote , 5450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 , 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US375558BM47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US38141GWB66 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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 , 122 Median time elapsed (secs) between request and provision of any corresponding quotes , 122 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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, , , 96.8100000000 , 10:19:29 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US449786AY82 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 , 59 Median time elapsed (secs) between request and provision of any corresponding quotes , 59 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJY71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAP18 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, , , 98.2210000000 , 12:27:17 , 70000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CD49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CK81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US48126HAA86 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAD58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US53947PAB58 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US589331AT41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAQ89 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AZ74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822BA15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAJ77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US742718EP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 115 Median time elapsed (secs) between request and provision of any corresponding quotes , 115 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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 , 109 Median time elapsed (secs) between request and provision of any corresponding quotes , 109 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 94.6340000000 , 16:18:23 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 269500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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, , , 99.0330000000 , 12:55:28 , 8000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAV53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAQ33 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US89236TFN00 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128284N73 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 , 341 Median time elapsed (secs) between request and provision of any corresponding quotes , 341 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285P13 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, , , 100.6875000000 , 14:55:08 , 2550000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2550000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2550000.000000 Median size of all orders or requests for quote , 0.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAN04 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, , , 102.0120000000 , 13:55:46 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 96.9430000000 , 16:07:51 , 500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 100.4440000000 , 14:20:14 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.3100000000 , 15:45:52 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY306AXAB69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4822WCS71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0241594778 Written description of financial instrument , Instrument Classification , DBFCFR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0611398008 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0815939656 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0866438475 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0878010718 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 100.0600000000 , 09:54:30 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 104.6000000000 , 16:47:39 , 2500000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS1167667283 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.4120000000 , 16:49:08 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1392936651 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1435072548 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1485725854 Written description of financial instrument , Instrument Classification , DTFUFB 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520907814 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, , , 101.3500000000 , 16:22:19 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1531174388 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 , 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 , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-11 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, , , 101.0000000000 , 09:53:00 , 3600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1626933102 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 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, , , 85.2500000000 , 10:03:23 , 250000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 85.1740000000 , 16:28:22 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 85.2120000000 Volume weighted transaction price , 85.2120000000 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 , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1717759499 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, , , 99.6900000000 , 09:40:34 , 900000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1719154657 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, , , 99.8700000000 , 12:04:59 , 682000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1808737594 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823165631 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, , , 100.2990000000 , 14:32:25 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1903485800 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6243180666 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6301509012 Written description of financial instrument , Instrument Classification , DTVNXR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 107.2210000000 , 15:11:57 , 2000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19TA6 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 , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011048966 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, , , 109.6000000000 , 09:59:11 , 600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011502830 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, , , 102.8650000000 , 10:57:10 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201081914 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP525022AEB4 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, , , 100.3440000000 , 10:15:34 , 100000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 94.6070000000 , 15:16:13 , 40000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.9270000000 , 15:16:15 , 68000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US02665WBW01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 97.1430000000 , 15:16:09 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LFY92 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, , , 97.1940000000 , 13:44:58 , 750000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 945000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05583JAF93 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.7050000000 , 10:22:42 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AK40 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 100.3420000000 , 10:02:50 , 600000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAC97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.1000000000 , 09:44:50 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 525000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 550000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAS46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.1390000000 , 12:32:03 , 1000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 95.3610000000 , 10:49:44 , 465000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US134429BG35 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US151020AS39 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967HZ75 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, , , 100.5000000000 , 15:40:49 , 13000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KU42 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LZ20 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, , , 99.6510000000 , 14:50:31 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDD65 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 , 43000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDF14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAC59 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US23636BAH24 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US251525AV32 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152RXA66 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, , , 91.2170000000 , 15:59:14 , 4000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US302154BN89 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CA64 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, , , 104.1980000000 , 13:27:47 , 30000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AZ20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BN30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BT00 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US501044DH11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AR07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAD58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BY93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 145 Median time elapsed (secs) between request and provision of any corresponding quotes , 145 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AQ75 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AX27 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAD44 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, , , 99.8010000000 , 15:11:17 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 825 Median time elapsed (secs) between request and provision of any corresponding quotes , 825 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780097BA81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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, , , 99.0250000000 , 12:32:03 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AV48 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254BL33 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 , 313 Median time elapsed (secs) between request and provision of any corresponding quotes , 313 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128283Q14 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 , 20000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828K585 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828SN17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828UB41 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828X216 Written description of financial instrument , Instrument Classification , DBZTFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCH38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94974BGH78 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 95.9080000000 , 12:44:00 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG8201NAF99 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN4580HAA51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.2250000000 , 15:08:20 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU2339CCZ96 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AC42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 105.7180000000 , 16:42:27 , 50000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 100.6400000000 , 13:45:41 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU75000BN56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.7150000000 , 12:58:30 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY3815NAX94 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY4899GAW34 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0361244667 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0951567030 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, , , 108.3500000000 , 16:48:32 , 673000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0988014212 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, , , 104.0500000000 , 10:51:12 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0994990280 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1026105806 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1254428896 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1382368113 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1584041252 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, , , 98.9250000000 , 12:13:00 , 2000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1589358644 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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, , , 95.0000000000 , 10:04:52 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 94.8070000000 Volume weighted transaction price , 94.7426666667 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 , 600000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1685476092 Written description of financial instrument , Instrument Classification , DTFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1790134958 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, , , 99.4500000000 , 10:14:49 , 1000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1823165631 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, , , 100.2600000000 , 09:45:15 , 4141000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1828132735 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1843449809 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, 97.9760000000 , 53000.0000000000 , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873982745 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1874715086 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-12 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6243180666 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, , , 102.0400000000 , 10:07:13 , 20000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A2GSCX1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19TA6 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011502830 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, , , 103.0000000000 , 10:04:02 , 1000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013342664 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013367422 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.0300000000 , 15:11:26 , 1800000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013368602 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0013374881 Written description of financial instrument , Instrument Classification , DBVXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9000000000 Volume weighted transaction price , 99.9000000000 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 , 900000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 450000.000000 Median size of all orders or requests for quote , 450000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BD12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 98.2290000000 , 14:08:09 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 72000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US01609WAQ50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.9530000000 , 15:09:45 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , 95.9530000000 , 15:34:56 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 96.0185000000 Volume weighted transaction price , 96.0355000000 Highest executed price , 96.1200000000 Lowest executed price , 95.9530000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 260000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 75000.000000 Median size of all orders or requests for quote , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CP32 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035240AN09 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05578QAB95 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, , , 100.0500000000 , 16:27:56 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.0230000000 , 14:40:29 , 320000.0000000000 , RFQ , , Electronic , 15:30, , , 97.0700000000 , 15:56:35 , 480000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 97.0465000000 Volume weighted transaction price , 97.0512000000 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.1480000000 , 14:13:49 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AG38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 97.9230000000 , 10:23:54 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHF90 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, , , 98.2530000000 , 16:19:45 , 130000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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 , 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDD65 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22535WAF41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US22536PAF80 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US23331ABE82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.6930000000 , 15:06:16 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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, , , 96.9740000000 , 12:28:35 , 4000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5D13 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 , 1643500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 89.8140000000 , 15:04:51 , 766000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US38141GWQ36 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, , , 94.4540000000 , 15:01:01 , 729000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AV16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BQ12 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 , 1573 Median time elapsed (secs) between request and provision of any corresponding quotes , 1573 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CK81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AQ24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAD58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 220 Median time elapsed (secs) between request and provision of any corresponding quotes , 220 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AA24 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAD44 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 , 1125000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254BM16 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 , 440 Median time elapsed (secs) between request and provision of any corresponding quotes , 440 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MBE93 Written description of financial instrument , Instrument Classification , DBVXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.6390000000 , 16:16:27 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 100000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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, , , 99.4540000000 , 16:45:22 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 291000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY49140AA76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0485316102 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 105.0900000000 , 15:40:20 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0498952679 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 104.7500000000 , 13:21:54 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0935833292 Written description of financial instrument , Instrument Classification , DBFXPR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1306411726 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 37000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 37000.000000 Median size of all orders or requests for quote , 26000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1330434389 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1391085740 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1402946328 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, , , 96.5000000000 , 14:52:23 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1505554698 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1538867760 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1576750951 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1577360784 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1584041252 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1685476092 Written description of financial instrument , Instrument Classification , DTFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1769041192 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, , , 99.9500000000 , 15:43:21 , 750000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1806124753 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, , , 97.8000000000 , 15:02:07 , 532000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1882544627 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, , , 99.3820000000 , 11:39:08 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.2656666667 Volume weighted transaction price , 99.2069750000 Highest executed price , 99.3820000000 Lowest executed price , 99.1950000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 12000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 5000000.000000 Median size of all orders or requests for quote , 5000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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 , 610000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1917601582 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 , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZGXBPJS9HH0 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1748021JC6 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 , 100.5827500000 Volume weighted transaction price , 100.0570341732 Highest executed price , 102.1600000000 Lowest executed price , 100.0570000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 4 Number of transactions executed , 4 Total value of transactions executed , 72001170000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 11000000000.000000 Median size of all orders or requests for quote , 13500000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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, , , 96.9630000000 , 15:45:09 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US03524BAE65 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 449 Median time elapsed (secs) between request and provision of any corresponding quotes , 449 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06675GAM78 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, , , 96.8390000000 , 11:47:32 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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 , , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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, , , 101.6320000000 , 11:38:52 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US097023AD79 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 , 106 Median time elapsed (secs) between request and provision of any corresponding quotes , 106 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US17275RBJ05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 830 Median time elapsed (secs) between request and provision of any corresponding quotes , 830 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 93.0500000000 , 12:45:46 , 350000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R2Y86 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, , , 90.9190000000 , 10:34:59 , 90000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R5D13 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152RXA66 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 89.9570000000 , 17:31:12 , 80000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAP29 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, , , 97.5100000000 , 09:57:22 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 300000.000000 Median size of all orders or requests for quote , 300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BY94 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 93.2730000000 , 14:45:01 , 52000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CK81 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BY93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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 , 168 Median time elapsed (secs) between request and provision of any corresponding quotes , 168 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF43628B413 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USF7061BAL48 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 102.0600000000 , 13:24:59 , 150000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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 , 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AD03 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 97.7970000000 , 15:40:56 , 280000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 97.8870000000 Volume weighted transaction price , 97.9088918919 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 , 740000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 370000.000000 Median size of all orders or requests for quote , 370000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU09513GW34 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 92.6740000000 , 15:04:57 , 15000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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, , , 95.8640000000 , 13:37:13 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.2520000000 , 13:13:04 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 1 Median time elapsed (secs) between acceptance and execution , 1 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0690606172 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, , , 110.1600000000 , 09:42:37 , 1300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0944362812 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, , , 102.7150000000 , 11:44:52 , 550000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0999667263 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1190974011 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, , , 100.8440000000 , 14:57:18 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 4 Median time elapsed (secs) between acceptance and execution , 4 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1617702052 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1788584321 Written description of financial instrument , Instrument Classification , DGVUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 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, , , 98.4320000000 , 13:47:49 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1806502453 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1891316587 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 271000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ2G0RHBYGK4 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, , , 18.2500000000 , 12:13:37 , 1931200.0000000000 , 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 , 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 , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5DD7P5Z684 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, , , 23.8500000000 , 12:17:01 , 1450000.0000000000 , 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 , 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 , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ5XGJRCRNC7 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013322146 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013342664 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, , , 98.7500000000 , 09:40:42 , 3000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 3000000.000000 Median size of all orders or requests for quote , 2500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , GB00B24FF097 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 , , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023951JC0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051371JA0 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 94 Median time elapsed (secs) between request and provision of any corresponding quotes , 94 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201201A88 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747891JA7 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP358920BE42 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, , , 100.0880000000 , 10:34:23 , 500000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP541034BHB0 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, , , 100.1290000000 , 10:41:25 , 200000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP557804AE17 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, , , 100.0560000000 , 11:19:31 , 100000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BD12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US031162CH16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 93.9500000000 , 13:32:17 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05574LFY92 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 , 45000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 103.5000000000 , 13:05:53 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US05579T5G71 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHF90 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, , , 98.4960000000 , 19:48:32 , 400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 400000.000000 Median size of all orders or requests for quote , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BS67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US08652BAA70 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US09659X2E17 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, , , 96.6450000000 , 12:29:32 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US14149YAY41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 120000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967FT34 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 96.5340000000 , 16:38:57 , 45000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 45000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 45000.000000 Median size of all orders or requests for quote , 772500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 95.5800000000 , 12:47:38 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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, , , 97.1200000000 , 13:54:16 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 775000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 90.0930000000 , 14:57:37 , 50000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 50000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 50000.000000 Median size of all orders or requests for quote , 50000.000000 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397VU41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US377373AD71 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Convertible , US404280BL25 Written description of financial instrument , Instrument Classification , DCFUQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BM08 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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, , , 97.5590000000 , 15:01:12 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 97.5590000000 Volume weighted transaction price , 97.5590000000 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 , 1500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 750000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 231 Median time elapsed (secs) between request and provision of any corresponding quotes , 231 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAW91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 103 Median time elapsed (secs) between request and provision of any corresponding quotes , 103 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAP29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 94.8170000000 , 15:05:09 , 9000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAP18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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, , , 101.3370000000 , 12:51:07 , 350000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US501044DH11 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAA10 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 182 Median time elapsed (secs) between request and provision of any corresponding quotes , 182 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAD58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US571748AY80 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822BA15 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAJ77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US73928RAA41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 202 Median time elapsed (secs) between request and provision of any corresponding quotes , 202 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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, , , 96.7500000000 , 15:16:57 , 532000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 532000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 532000.000000 Median size of all orders or requests for quote , 366000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 780000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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, , , 99.6120000000 , 13:02:23 , 4000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.9010000000 , 16:16:28 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7565000000 Volume weighted transaction price , 99.8953333333 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 , 204000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 102000.000000 Median size of all orders or requests for quote , 102000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US855244AD16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.7850000000 , 13:07:06 , 35000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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, , , 100.7200000000 , 13:07:22 , 35000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US86960BAE20 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285Q95 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, , , 100.0820312500 , 17:43:41 , 400000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285R78 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 , 99.7405000000 Volume weighted transaction price , 99.7405000000 Highest executed price , 99.7405000000 Lowest executed price , 99.7405000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 150000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828U246 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 , 94.1357000000 Volume weighted transaction price , 94.1357000000 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 , 100000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US98978VAB99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG91703AH44 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 650000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 650000.000000 Median size of all orders or requests for quote , 650000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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, , , 98.2450000000 , 14:36:13 , 1500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU09513GW34 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 92.9010000000 , 15:57:45 , 300000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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, , , 97.2770000000 , 17:24:10 , 250000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AC42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 105.6830000000 , 15:02:05 , 220000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 103.8700000000 , 12:38:27 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0863524277 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1079720212 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1402946328 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, , , 97.2500000000 , 11:12:29 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1731105612 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, , , 95.4280000000 , 12:01:10 , 800000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1785340172 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 , 71 Median time elapsed (secs) between request and provision of any corresponding quotes , 71 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1788584321 Written description of financial instrument , Instrument Classification , DGVUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1831163396 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, , , 99.7500000000 , 09:38:16 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.7250000000 , 13:40:30 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.7333333333 Volume weighted transaction price , 99.7333333333 Highest executed price , 99.7500000000 Lowest executed price , 99.7250000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 300000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 100000.000000 Median size of all orders or requests for quote , 100000.000000 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 , 14 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1877595444 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1917601582 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 , 215 Median time elapsed (secs) between request and provision of any corresponding quotes , 215 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0336602930 Written description of financial instrument , Instrument Classification , DBFGGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0359915425 Written description of financial instrument , Instrument Classification , DBVGGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.2860000000 , 10:01:54 , 2550000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 2550000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 2550000.000000 Median size of all orders or requests for quote , 1501275000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , DE0001102424 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DL19SQ4 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 , 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 , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ222BRTSF78 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, , , 106.5000000000 , 15:55:36 , 1700000.0000000000 , 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 , 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 , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ404J0268Z6 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, , , 53.0000000000 , 16:14:30 , 4000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0012173144 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013250685 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, , , 98.7800000000 , 11:39:47 , 1200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013368206 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1023721H15 Written description of financial instrument , Instrument Classification , DBFTFM 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103391F65 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1747401J22 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , JP1747941JB8 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, -0.1900000000 , 500000000.0000000000 , , , , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US056752AK40 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , 92.6420000000 , 16:33:49 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US06675GAQ82 Written description of financial instrument , Instrument Classification , DTVNFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.2340000000 , 13:02:54 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 2 Number of transactions executed , 1 Total value of transactions executed , 500000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 500000.000000 Median size of all orders or requests for quote , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967JC62 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967LG49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21685WDD65 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , 97.0500000000 , 09:40:38 , 100000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , 94.1550000000 , 12:41:10 , 149000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US25245BAB36 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345370CR99 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966TJA16 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 , 103 Median time elapsed (secs) between request and provision of any corresponding quotes , 103 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Convertible , US404280BL25 Written description of financial instrument , Instrument Classification , DCFUQR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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, , , 91.9500000000 , 14:23:23 , 800000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Voice , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 91.9850000000 Volume weighted transaction price , 91.9920000000 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 , 2000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 218 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAD98 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAZ01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAX42 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US539439AQ24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAD58 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US55608KAD72 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822AW44 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, , , 99.9690000000 , 13:55:06 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.9670000000 Volume weighted transaction price , 99.9663333333 Highest executed price , 99.9690000000 Lowest executed price , 99.9630000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 45000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 15000.000000 Median size of all orders or requests for quote , 15000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US65557HAD44 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, , , 100.1400000000 , 16:27:21 , 220000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US655664AN01 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US66989HAJ77 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US717081EQ23 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 293 Median time elapsed (secs) between request and provision of any corresponding quotes , 293 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAV53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 99.5630000000 , 09:33:56 , 800000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US822582AM49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 98.9550000000 , 12:52:03 , 300000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254AZ38 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US853254BL33 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 , 1007 Median time elapsed (secs) between request and provision of any corresponding quotes , 1007 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285P13 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 , 433 Median time elapsed (secs) between request and provision of any corresponding quotes , 433 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US9128285R78 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, , , 99.8906250000 , 14:32:47 , 890000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828N308 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 , 97.9370000000 Volume weighted transaction price , 97.9370000000 Highest executed price , 97.9370000000 Lowest executed price , 97.9370000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 150000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 50000000.000000 Median size of all orders or requests for quote , 50000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , 99.9740000000 , 14:58:18 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 167 Median time elapsed (secs) between request and provision of any corresponding quotes , 167 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG0R4HJAA41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG253HFAP19 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, , , 100.0030000000 , 16:17:27 , 1000000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 750000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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, , , 96.3520000000 , 14:34:36 , 250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ4506XAR91 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USJ8129EAW87 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 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 , 43000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AJ72 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.6530000000 , 15:15:57 , 300000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USN82008AR98 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, , , 97.9140000000 , 13:07:04 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 250000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 250000.000000 Median size of all orders or requests for quote , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU09513GL78 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, , , 96.6880000000 , 12:58:39 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU09513GV50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.5760000000 , 14:18:44 , 30000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 30000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 30000.000000 Median size of all orders or requests for quote , 65000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU09513GW34 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 93.1180000000 , 14:56:27 , 80000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 80000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 80000.000000 Median size of all orders or requests for quote , 80000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AC42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 105.2810000000 , 16:50:27 , 145000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USY7140WAB47 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0399647675 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0758419658 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0815939656 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, , , 99.5000000000 , 09:45:27 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0863524277 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.0660000000 , 10:27:11 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS0991090175 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, , , 103.4570000000 , 14:52:25 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Other , XS0996734868 Written description of financial instrument , Instrument Classification , DMMXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 101.7000000000 , 12:17:08 , 2000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1057822766 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1138457590 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1196373507 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1215290922 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 , 84 Median time elapsed (secs) between request and provision of any corresponding quotes , 84 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1225512026 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1323028479 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1375956569 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1405781342 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1492825051 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1531174388 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 400000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1596778008 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, , , 90.9500000000 , 15:25:11 , 3050000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 3050000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 3050000.000000 Median size of all orders or requests for quote , 3050000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 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 , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1622634126 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 , 99.9830000000 Volume weighted transaction price , 99.9830000000 Highest executed price , 99.9830000000 Lowest executed price , 99.9830000000 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 3 Number of transactions executed , 3 Total value of transactions executed , 68000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 10000000.000000 Median size of all orders or requests for quote , 10000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1633845158 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1638160918 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, , , 100.0070000000 , 13:34:18 , 5000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1675862012 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 95.8000000000 , 14:36:03 , 100000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1793294767 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 , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1808737594 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1822824642 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, , , 100.1600000000 , 11:07:15 , 1545000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1871116171 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, , , 99.7090000000 , 14:32:47 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873982745 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1883263151 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1897489578 Written description of financial instrument , Instrument Classification , DAFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1902341939 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1909186451 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910947941 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1914936726 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A1Z6M04 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, , , 100.0500000000 , 09:46:48 , 300000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000DB7XHM0 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, , , 99.9810000000 , 09:41:54 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011164664 Written description of financial instrument , Instrument Classification , DBFXXB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013342664 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, , , 98.9540000000 , 12:24:44 , 800000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103211C33 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DD67 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.5670000000 , 14:20:45 , 207000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 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, , , 98.0940000000 , 10:46:09 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAC93 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 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 , 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KN09 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, , , 94.2960000000 , 14:13:31 , 400000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 , 350300000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US21688AAK88 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BA69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BB43 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BR94 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 , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BV07 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 225000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46115HAP29 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46647PAY25 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, , , 100.7010000000 , 13:36:38 , 525000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BY94 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CD49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 97.8030000000 , 12:37:36 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160CJ19 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500630CS52 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US574599BH84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US606822BA15 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, , , 100.0810000000 , 13:01:39 , 110000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 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, , , 95.8480000000 , 14:10:43 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 97 Median time elapsed (secs) between request and provision of any corresponding quotes , 97 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 99.1180000000 , 09:33:07 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAW01 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG253HFAP19 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, , , 100.0050000000 , 10:58:58 , 400000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU09513GV50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 95.7570000000 , 13:36:27 , 26000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU09513HH57 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31436AH86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1077882121 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, , , 103.1000000000 , 10:48:25 , 200000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1143333109 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 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 , 1 Total value of transactions executed , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 200000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1372838240 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1372838679 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1435072548 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1556040936 Written description of financial instrument , Instrument Classification , DYFXXR 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1577945824 Written description of financial instrument , Instrument Classification , DAFXBR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1675862012 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1684385591 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1754213947 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1904648570 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP525021BE77 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , AU3CB0256907 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 , 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 , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Interest Rate Swaps , EZ7CSTBP2NB4 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, , , 52.0000000000 , 12:24:41 , 5000000.0000000000 , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011182641 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, , , 110.7000000000 , 12:42:02 , 800000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 800000.000000 Median size of all orders or requests for quote , 650000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , FR0011502830 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, , , 102.7300000000 , 12:01:57 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0011561000 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, , , 106.5500000000 , 14:45:07 , 800000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0012759744 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, , , 100.2550000000 , 13:32:24 , 450000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013325172 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , FR0013368602 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103441G98 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 , 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 , 5415000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201221AA5 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201481E36 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BD12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 800000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 75000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US026874DH71 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAC97 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05964HAE53 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 2018-12-21 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, , , 98.2500000000 , 15:58:59 , 795000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHF90 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAP07 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US084670BR84 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BX62 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HJE18 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 , 60000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 , 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US855244AG47 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US86562MAK62 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US88579YAF88 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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, , , 99.0291000000 , 14:48:23 , 500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 612 Median time elapsed (secs) between request and provision of any corresponding quotes , 612 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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, , , 96.8300000000 , 12:19:28 , 6000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 , 385000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1144086110 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1369278764 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, , , 104.1300000000 , 12:16:02 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1520907814 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, , , 102.2600000000 , 12:21:45 , 500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 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, , , 95.9170000000 , 12:54:42 , 250000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1633845158 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1805377246 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1831163396 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 , 350000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 350000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1910948162 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, , , 99.0500000000 , 12:35:05 , 1500000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAW57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280BX62 Written description of financial instrument , Instrument Classification , DBVNGM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.2700000000 , 10:04:38 , 5000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 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, , , 99.5500000000 , 11:07:44 , 10000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AQ82 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US882508BA13 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 95.6670000000 , 11:38:02 , 65000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US88579YBB65 Written description of financial instrument , Instrument Classification , DTFSGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-24 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-26 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, , , 99.5460000000 , 12:20:56 , 100000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GHC69 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, , , 96.5520000000 , 13:26:41 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US24422ETG43 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 , 250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBB01 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912828K585 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92343VBR42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 29000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US931142EK56 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 100.6580000000 , 13:27:35 , 40000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 100.5480000000 , 16:54:18 , 42000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.6030000000 Volume weighted transaction price , 100.6016585366 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 , 82000.000000 Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , 41000.000000 Median size of all orders or requests for quote , 41000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6243180666 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, , , 102.0000000000 , 12:33:13 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , CH0359915425 Written description of financial instrument , Instrument Classification , DBVGGB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 500000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , DE000A169G15 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 102.4530000000 , 14:43:01 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 1000000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 1000000.000000 Median size of all orders or requests for quote , 1000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 100.1000000000 , 10:59:41 , 4000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103441G98 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 101.6790000000 , 13:10:18 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BD12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.7880000000 , 12:40:28 , 6000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US02209SAL79 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US025816BD05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 68000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US035242AJ52 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, , , 98.1270000000 , 12:40:39 , 15000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 15000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 15000.000000 Median size of all orders or requests for quote , 32500.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US037833AK68 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US05946KAD37 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 98.7020000000 , 10:42:55 , 2000000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GFH74 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 96.1660000000 , 15:24:40 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 350000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06740L8C27 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 132000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US172967KG57 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCQ25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 97.2690000000 , 12:26:19 , 10000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152RXA66 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US29273RBK41 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 366 Median time elapsed (secs) between request and provision of any corresponding quotes , 366 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US345397VU41 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, , , 102.1290000000 , 15:21:50 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US404280AV16 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US42824CAG42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HKC33 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US500255AU88 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.1010000000 , 15:52:38 , 30000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BG87 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US594918BQ69 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US609207AN51 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 160000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US654106AC78 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 96.6900000000 , 15:00:50 , 1000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US68389XBA28 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 99.4960000000 , 15:11:38 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 99.4995000000 Volume weighted transaction price , 99.4999565217 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 , 23000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 11500.000000 Median size of all orders or requests for quote , 13000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 93.3500000000 , 13:11:52 , 400000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US780099CE50 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 498000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US80283LAJ26 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US91324PCU49 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 32000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US949746SK86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 97.0120000000 , 13:59:00 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 94.9800000000 , 14:39:07 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USG253HFAP19 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USH7220NAC41 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 96.6210000000 , 16:25:01 , 100000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 96.4470000000 , 14:54:05 , 20000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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, , , 102.5680000000 , 14:11:55 , 10000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS0993145084 Written description of financial instrument , Instrument Classification , DBFXFR Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , 106.1970000000 , 10:25:45 , 500000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 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 , 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 , 660000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1685476092 Written description of financial instrument , Instrument Classification , DTFQFR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 89.6570000000 , 14:27:57 , 200000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 17 Median time elapsed (secs) between acceptance and execution , 17 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , BE6285455497 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , , Electronic , 11:30, , , 100.2280000000 , 12:56:39 , 28500000.0000000000 , RFQ , , Electronic , 13:30, , , 100.2280000000 , 14:38:59 , 122250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , 100.2280000000 Volume weighted transaction price , 100.2280000000 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 , 150750000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 75375000.000000 Median size of all orders or requests for quote , 122250000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1051231F37 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , 100.4810000000 , 14:38:36 , 300000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP11030519C2 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, , , 101.3700000000 , 15:23:23 , 175000000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103271D13 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , 990 Median time elapsed (secs) between request and provision of any corresponding quotes , 990 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1103521JA8 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201041884 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201431D38 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, , , 119.4090000000 , 15:24:20 , 64050000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201601H38 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, , , 104.8220000000 , 15:23:55 , 27500000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1201621H91 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, , , 102.7640000000 , 15:23:45 , 54250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP13002918A0 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, , , 136.0270000000 , 15:23:33 , 66250000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , JP1300581J30 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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, , , 97.3480000000 , 13:16:00 , 1000000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06051GFN43 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US06738EAS46 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US17275RBJ05 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US20030NCP42 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 3000000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US25152R2Y86 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US36966THT25 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, , , 92.8720000000 , 09:48:02 , 150000.0000000000 , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , 144 Median time elapsed (secs) between request and provision of any corresponding quotes , 144 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US44932HAK95 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, , , 100.4810000000 , 15:23:48 , 150000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US46625HHS22 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, , , 101.8460000000 , 19:23:06 , 140000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 140000.000000 Number of orders or request for quotes received cancelled or withdrawn , 2 Number of orders or request for quotes received modified , Median transaction size , 140000.000000 Median size of all orders or requests for quote , 45000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US494368BP76 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 98.7930000000 , 13:23:09 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US53944YAF07 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US574599BL96 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAQ89 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , Median time elapsed (secs) between acceptance and execution , Mean time elapsed (secs) between request and provision of any corresponding quotes , 299 Median time elapsed (secs) between request and provision of any corresponding quotes , 299 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue , MUS(EMEA) , U7M81AY481YLIOR75625 Country of Competent Authority , GB Market Segment , MUS(EMEA)OTC Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US912810SD19 Written description of financial instrument , Instrument Classification , DBFTFM Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31434AD25 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, , , 100.0640000000 , 15:23:05 , 35000.0000000000 , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU31436AH86 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , USU9273ACG86 Written description of financial instrument , Instrument Classification , DBFXXX Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 99.3960000000 , 16:08:58 , 200000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1143333109 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , XS1873143645 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US002824BD12 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US09062XAF06 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 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, , , 98.1310000000 , 13:28:11 , 12000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US30231GAG73 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 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, , , 99.4900000000 , 12:12:30 , 200000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 , 200000.000000 Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , 200000.000000 Median size of all orders or requests for quote , 1050000.000000 Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US478160BN30 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , 99.2850000000 , 11:48:21 , 5000.0000000000 , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US58933YAF25 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , 98.5190000000 , 16:14:53 , 941000.0000000000 , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , US92826CAC64 Written description of financial instrument , Instrument Classification , DBFUGR Currency , USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 1 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Government , US94988J5R41 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 , 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Bonds Callable , XS1585453142 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 , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 Systematic Internaliser , U7M81AY481YLIOR75625 Date , 2018-12-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument , Mortgage Backed Bond , XS1678372472 Written description of financial instrument , Instrument Classification , DGFUFB Currency , EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** ,Trades executed within first 2 mins of (T),,First Transaction after (T) Time (T), Avg Price, Total Exec Value, Price, Time, Trans Size, Trading System, Trading Mode, Trading Platform, Best Bid/Offer 09:30, , , , , , RFQ , , Electronic , 11:30, , , , , , RFQ , , Electronic , 13:30, , , , , , RFQ , , Electronic , 15:30, , , , , , RFQ , , Electronic , **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price , Volume weighted transaction price , Highest executed price , Lowest executed price , **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received , 1 Number of transactions executed , Total value of transactions executed , Number of orders or request for quotes received cancelled or withdrawn , 0 Number of orders or request for quotes received modified , Median transaction size , Median size of all orders or requests for quote , Number of designated market makers , 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution , 24 Median time elapsed (secs) between acceptance and execution , 24 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